Delta Agnostic Correlation Coefficient

23 thg 12, 2021

Visually see how well a symbol tracks another's movements, without taking price deltas into account.

For example, a 1% move on the index and a 5% move on the target will return a DCC value of 1. An index move of 0.5% on the index and a 10% move on the target will also return a DCC value of 1. The same happens for downward moves.

The SMA value can be set to smooth the curve. A larger value creates a smoother curve.

23 thg 12, 2021

Phát hành các Ghi chú

Implemented new default index.

27 thg 12, 2021

Phát hành các Ghi chú

Update cover chart and title.