Using tick data for at least two assets, measure the correlations between the assets using the entirety
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Using tick data for at least two assets, measure the correlations between the assets using the entirety of the data. Split the data in two halves and perform the same calculations on each of the halves in turn. Are the correlation coefficients for the first half equal to those for the second? If so, do these figures match those for the whole data set?
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To measure the correlations between assets using tick data one way to proceed is to calculate the Pe...View the full answer
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