반응형 전체 글20298 Apple - Microsoft Pair Moving Correlation Distribution Moving Correlation (Apple, Microsoft, 200 Day Parameter) X axis : Date Y axis : Moving Correlation Coefficient Moving Correlation Distribution (Apple, Microsoft, 200 Day Parameter) X axis : Moving Correlation CoefficientY axis : Number of Day AnalysisApril 2005 to February 2014 correlation coefficient is 0.46.The moving correlation coefficient are to be concentrated in the correlation coefficien.. 2014. 2. 24. Apple - Google Pair Moving Correlation Distribution X axis : Date Y axis : Moving Correlation Coefficient Moving Correlation (Apple, Google, 200 Day) X axis : Moving Correlation CoefficientY axis : Number of DayMoving Correlation Distribution (Apple, Google, 200 Day) AnalysisApril 2005 to February 2014 correlation coefficient is 0.79.The moving correlation coefficient are to be concentrated in the correlation coefficient 0.7~0.9 and The high corr.. 2014. 2. 22. Bitcoin Markets (mtgoxUSD) Correlation Distribution X axis : Stocks Price Correlation CoefficientY axis : Number of stocks02-18-20141000 Day ParameterBitcoin Price vs KOSPI & KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.4.In other words, the correlation coefficient of the other stocks is the many levels -0.4.Kurtosis of the distribution of the correlation is -1.08, and skew is 0.18.The stock are to be concentrated in the correl.. 2014. 2. 19. Pair Moving Correlation Distribution X axis : Stock(A), Stock(B) Pair Moving Correlation Coefficient Y axis : Number of Day Dec-31-2013 100 Day Parameter Analysis PMCB(Pair Moving Correlation Coefficient) is Stock A and Stock B assuming a pair, changes in the time to measure the distribution of correlation. When Stock A and Stock B as a pair , result of the mode it has 0.9 Correlation Coefficient, Pair Trading is suitable. X axis :.. 2014. 2. 13. 이전 1 ··· 5070 5071 5072 5073 5074 5075 다음 반응형
