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Quant版 - one question about the correlation of log stock price
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话题: log话题: question话题: stock话题: why
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1 (共1页)
k******w
发帖数: 269
1
I was studying the valuations of some structured products and confused with
one thing.
My professor told me that in the U.S., the correlation of any two stocks can
't be negative. Is this true? Why?
Thanks.
m******8
发帖数: 53
2
either your professor is wrong or you miss something from his words
m********0
发帖数: 2717
3
刚算了一下,NASDAQ.
17193 out of 93496 pairs are negative correlated.
1 (共1页)
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诚恳请大家给说说这个职位有价值和发展空间么?Autocorrelation: help please!
相关话题的讨论汇总
话题: log话题: question话题: stock话题: why