Thursday, July 31, 2014

Correlation Matrix

http://www.investors-routemap.co.uk/Guidebook_price_correlation.html

Description:  A Correlation Matrix uses variables for the columns to find similarities within the matrix.  Each correlation has a diagonal section that splits the matrix into to separate triangles.  This makes the correlation matrix symmetric.  This matrix shows the monthly US return over 35 years and compares them to a set of variables.    

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