반응형 Commodities2 Gold Price (USD) Correlation Histogram X axis : Gold Price (USD) Correlation CoefficientY axis : Number of stocksDec-20131,000 Day ParameterGold Price (USD) vs KOSPI, KOSDAQ AnalysisThis mode of correlation coefficient is 0.1.In other words, the correlation coefficient of the other stocks is the many levels 0.1.Kurtosis of the distribution of the correlation is -1.06, and skew is 0.07.The stock are to be concentrated in the correlati.. 2016. 4. 1. ICE Coffee Futures Correlation Distribution X axis : ICE Coffee Futures Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterICE Coffee Futures Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.7.In other words, the correlation coefficient of the other stocks is the many levels -0.7.Kurtosis of the distribution of the correlation is -1.30, and skew is 0.02.The stock are to be conce.. 2014. 4. 4. 이전 1 다음 반응형