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Results tagged with correlation
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user 43685
A measure of the degree of linear association between a pair of random variables.
1
vote
Creating a matrix of average correlations for sub-industry from individual stock correlation...
Now, having this dataframe, called corr_df, for example I would use this code:
corr_df_avg = corr_df.groupby(['date','ind1','ind2'])['correlation'].mean()
to get the average correlation between ind1 … To set the average correlation = 1 where ind1 = ind2 run this code
corr_df_avg = corr_df_avg.assign(correlation = corr_df_avg['correlation'].where(corr_df_avg['ind1']! …
- 151
1
vote
Correlation between the perfect market-timing strategy and the market itself?
So if you did a simple correlation of these two vectors then it would be less than one. …
- 151