V-Lab: Correlation Analysis Documentation
vlab.stern.nyu.edu · 726 words · saved by 1 readers
Documentation on Correlation and all of the associated Correlation models used in V-Lab
V-Lab: Correlation Analysis Documentation Skip to main content V-Lab Correlation Analysis Documentation Conceptual, Interactive + Mathematical 3 of 4 sections visible COLLAPSE ALL Conceptual, Interactive + Mathematical What is Correlation Analysis? Level 1 Level 1 ( Conceptual ) Correlation analysis is the study of how financial assets move together over time. When we say two assets are "correlated," we mean their price movements tend to follow similar patterns - when one goes up, the other tends to go up as well (positive correlation), or when one goes up, the other tends to go down (negative
saved by
related reading
- Moontower Blogblog.moontower.ai
- Gregory Gundersengregorygundersen.com
- Modeling Equities Returns: The Linear Casehudsonrivertrading.com
- Spurious Correlationstylervigen.com
- Hull Tactical Asset Allocationhulltactical.com
- Fama French Three Factor Model: How It Works, Formula, and Impactinvestopedia.com
- X explains Z% of the variance in Y — LessWronglesswrong.com
- Regression analysis - Wikipediaen.wikipedia.org
- Copulas.pdfcolumbia.edu
- Convergence Time -breakingthemarket.com
- Hull–White modelen.wikipedia.org
- Optimal Portfolios For Two Assets -breakingthemarket.com