Australian (ASX) Stock Market Forum

pairwise correlations

  1. S

    CBA, BHP, NCM, WOW pairwise correlations

    In part due to the recent discussion about "range trading strategies" and "picking market tops", I compiled the average rolling 20day pairwise correlation for the listed stocks. Just for the sake of anyone interested I thought I would throw up the last 6 months of data in a chart as for me it...