반응형 PMCD5 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 2 다음 반응형