Czekanowski Index-Based Similarity as Alternative Correlation Measure in N-Asset Portfolio Analysis
Dr. Pawel Lachowicz
In quantitative finance we are used to measuring direct linear correlations or non-linear cross-bicorrelations among various time-series. For…
Browsing Tag
correlation
2 posts
Cryptocurrency Portfolios: Identifying Highly Correlated Cryptocurrencies using PCA
IMHO, there is nothing more exciting these days than researching, analysing, and a good understanding of cryptocurrencies. Powered…