Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.
Calculate the average % two stocks are correlated
1 回表示 (過去 30 日間)
古いコメントを表示
I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?
回答 (1 件)
David Young
2011 年 9 月 1 日
corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.
0 件のコメント
参考
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!