The Bank of Thailand and the Ministry of Finance are discussing ways to address currency moves that are not aligned with ...

What Correlation Can Tell You Correlation shows the strength of a relationship between two variables and is expressed numerically by the correlation coefficient.

Serial correlation is a statistical representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals ...

In this article, we will explore the theory, assumptions and interpretation of Pearson’s correlation, including a worked example of how to calculate Pearson’s correlation coefficient, often referred ...

Commodity correlation isn’t static—and ignoring that can blow up your portfolio. Learn how to track it and adjust your risk ...

Spearman’s rank correlation coefficient works by ranking the observations in a dataset and calculating the correlation between the ranks rather than the observations themselves.

The correlation coefficient is one of the most important concepts in statistical analysis, and can be highly useful to investors. Here's why.

First of all, correlation analysis requires estimation of the coefficients. This is where a lot of investors struggle as historical data gathering, model selection and calculation procedure all ...