반응형 전체 글20298 Correlation Histogram Type 1. What is the Correlation Histogram? It is a graph that shows the relationship between the observed stock and all the stocks belonging to the group and expresses it as a distribution chart.For example, the graph of the Correlation Histogram of Starbucks Corporation (NASDAQ: SBUX) is shown below.The X-axis (-1 ~ 1) is the correlation coefficient and the Y-axis lists the stocks of Starbucks Corpo.. 2014. 2. 10. Oct, 2013 KOSPI & KOSDAQ Correlation Distribution X axis : Stocks Price Correlation CoefficientY axis : Number of stocksDec-31-2013300 Day ParameterStocks Price vs KOSPI, KOSDAQ KURTOSIS SKEWNESS KOSPI -1.02 -0.11 KOSPI & KOSDAQ -0.97 -0.08 Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.Information provided by the investment decisions are not legally responsible for... 2014. 2. 8. 2013 Zero Correlation Distribution X axis : Stocks Price Correlation Coefficient Y axis : Number of stocks Oct-31-2013 300 Day Parameter vs 1000 Day Parameter KOSPI Stocks Price Data is Kodex200 filtered zero correlation coefficient for portfolio diversification. 종목A 종목B Correl KODEX 200 삼성전기 -0.00381 KODEX 200 하이트진로홀딩스우 0.01887 KODEX 200 두산우 -0.00954 KODEX 200 대림산업우 0.02149 KODEX 200 대유신소재 -0.04371 KODEX 200 가온전선 0.00778 KODEX 2.. 2014. 1. 25. The method add strategic for correlation between portfolio As above usually constitutes a correlation table. Strategy C is added to the portfolio. Additional strategies C in correlation table for each strategy to organize and to examine value. To do this, look at the reasons provided by the existing correlation Tool box like table above, However, this method of analysis is the correct way? No The method add strategic Calculated as above, to determine wh.. 2014. 1. 15. 이전 1 ··· 5071 5072 5073 5074 5075 다음 반응형
