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quick question on terms
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Topic: quick question on terms (Read 4508 times)
Richard Cooper
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quick question on terms
«
on:
April 03, 2014, 02:25:17 pm »
What is the meaning of 60 and 360 in the two historical correlations...is it days? How are they used and what do they refer to in a screen? thanks, Richard (new member). P.S. I think you are building a great site.
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admin
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Re: quick question on terms
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Reply #1 on:
April 05, 2014, 11:39:30 am »
Yes, it is days (number of end-of-day close prices used for calculating the correlation).
So:
avg correlation 60 - you calculate correlation(period=60) for each sample (day) and average over the whole interval (period)
avg correlation 360 - you calculate correlation(period=360) for each sample (day) and average over the whole interval (period)
I hope it is more clear now.
P.S. Thanks
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quick question on terms