[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Correlation Math Help



PureBytes Links

Trading Reference Links

Hello OmegaList,

  I am trying to determine correlation between market systems - am I
  correct to use the linear correlation coefficient r (from page 10 of
  Vince's Mathematics of Money Management), or should I be looking at
  something like linear regression?

  Thanks in advance :)!

-- 
Best regards,
 Ross                mail to: ross.bond@xxxxxxxxxxxxx