Correlation

2 stories tagged Correlation on Learning Fanatic.

Lesson 2.3: Regression, correlation and cointegration Learn correlation, beta and linear regression, why regressing prices on prices misleads, and how cointegration and a spread's half-life underpin pairs trading.
Lesson 2.4: Correlation, causation, bootstrapping and A/B tests Learn to measure how two variables move together, why that is not causation, how to bootstrap an interval, and how to run and read an A/B test.