PureBytes Links
Trading Reference Links
|
On Sat, 24 Aug 2002 11:06:19 -0700, "carrslem" <carrslem@xxxxxxx>
wrote:
>What is "rank correlation"?
>
If we want to know the correlation of two sets of data having positive
and negative values (eg wins and losses), we first should calculate
the ranks of both sets and then calculate the correlation of these
ranks instead of using the original sets for correlation calculation.
mfg rudolf stricker
--
| Disclaimer: The views of this user are strictly his own.
|