목록Correlation/PMCD (5)

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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..
Correlation/PMCD 2014. 4. 1. 04:19
Apple - Samsung Electronics Pair Moving Correlation Distribution

Moving Correlation (Apple, Samsung Electronics, 200 Day Parameter) X axis : DateY axis : Moving Correlation Coefficient Moving Correlation Distribution (Apple, Samsung Electronics, 200 Day Parameter) X axis : Moving Correlation CoefficientY axis : Number of Day AnalysisApril 2004 to February 2014 correlation coefficient is 0.89.The moving correlation coefficient are to be concentrated in the cor..
Correlation/PMCD 2014. 3. 2. 23:37
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..
Correlation/PMCD 2014. 2. 24. 05:33
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..
Correlation/PMCD 2014. 2. 22. 00:26
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 :..
Correlation/PMCD 2014. 2. 13. 21:16
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