Zero sample correlation does not necessarily mean there is no linear relationship - page 25
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When it comes to practice, you'll find out that such a method is interesting when you have several million quid of your own or an order of magnitude more of someone else's money to manage.
Voice. The methods for making an optimal portfolio may be different and are designed for different time objectives.
This is my practical experience. And not just mine - I've talked to some decent traders. Of course, not an axiom :)
Have you traded yourself? Any success?
have you been trading yourself? Any success?
Here have made considerations about the lynch. links.
A viable situation where the autocorrelation with a small lag is zero:
Those who wanted to, have long since realised that we are talking about sample estimates.
Sample mean
Sampling variance
So far only semi-automatic and demo.
how do you use correlation in practice?
How do you use correlation?
Here is a thoughtful commentary on a good article.
I don't use correlation at all when putting together a portfolio.
Here is a thoughtful commentary on a good article.
I don't use correlation at all when putting together a portfolio.
read. When you get to practice, you find out that you need super fast access and super low commissions. And then not everyone is in the sweet spot :)
Oh, my God, oh, my God, oh, my God, oh, my God!
All the faces look familiar. And the themes...
Answer yourself a simple question: what are you analysing? Time-frame bars, right? And on what basis, may I ask?
What are you staring like old sheep at a fundamentally indefinable goal?
I mean, what does time quantization have to do with what happens in the market? I (let's say, I am a brokerage company) will draw so many bars on a thin market. Good and different ones. And why, you will analyze them with animal seriousness?)
The problem is not even in the brokerage house. In the stock market, where quotes are honest, the same. Although... there m-m working...
The point is different. For the analysis, the series only makes sense as a frame based on impulses. Or, as the advanced lamers say, by fractals.
Then... Then the picture changes. Oh, shit! Forgot the word! Ah - yes - persistence appears and all that.))
So what's the point of all this bad infinity with the time-series rubbing, eh? Well, what else isn't clear there??????
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Even if it isn't clear. It has nothing to do with practice...
Answer yourself a simple question: what are you analysing? Time-framed bars, right?