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목록pair (1)
DATAUNION
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