Correlation & Beta
Display the correlation coefficient and/or Beta of an asset to a specified market.
Options to:
- Specify market ( S&P500 futures by default)
- Display one or other metrics
- Modify assessment period (200 bars by default)
- Calculate on price, returns or log-returns
Options to:
- Specify market ( S&P500 futures by default)
- Display one or other metrics
- Modify assessment period (200 bars by default)
- Calculate on price, returns or log-returns