반응형 DATABASE20275 American Express Company - EUR/CAD Pair Moving Correlation Distribution Moving Correlation (American Express, EUR/CAD, 200 Day Parameter) X axis : DateY axis : Moving Correlation Coefficient Moving Correlation Distribution (American Express, EUR/CAD, 200 Day Parameter) X axis : Moving Correlation CoefficientY axis : Number of Day AnalysisApril 2004 to February 2014 correlation coefficient is -0.41.The moving correlation coefficient are to be concentrated in the corr.. 2014. 4. 1. [Forex] EUR/CAD vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/CAD Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/CAD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.0.In other words, the correlation coefficient of the other stocks is the many levels 0.0.Kurtosis of the distribution of the correlation is 0.09, and skew is -0.12.The stock are to be concentrated in the correlati.. 2014. 3. 30. Global Markets Moving Average Analysis Above : Number days of above 30 Moving Average (Percent)Below : Number days of below 30 Moving Average (Percent)10,000 Day Sample Global Markets Above Below DAX Index (Germany) 61.9% 38.1% KOSPI Composite Index (South Korea) 58.8% 41.2% Hang Seng Index (Hong Kong) 58.2% 41.8% Nikkei 225 Index (Japan) 52.5% 47.5% EUR/USD 51.2% 48.8% AUD/USD 55.4% 44.6% EUR/JPY 54.3% 45.7% CHF/JPY 55.0% 45.0% USD/.. 2014. 3. 29. [Forex] EUR/AUD vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/AUD Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/AUD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.2.In other words, the correlation coefficient of the other stocks is the many levels 0.2.Kurtosis of the distribution of the correlation is -0.67, and skew is -0.15.The stock are to be concentrated in the correlation co.. 2014. 3. 29. 이전 1 ··· 5061 5062 5063 5064 5065 5066 5067 ··· 5069 다음 반응형
