New answers tagged


This depends on your objectives, but for a cursory examination look at the changes of volatility and correlation over time as suggested by @SachaTheBrave. The rolling (or sliding) window is quite helpful in locating the intervals of particular interest. Here's an example which shows 1-day returns for three ETFs (SPY, EEM, and EWZ) and a 1-month sliding ...

Top 50 recent answers are included