Research method
Correlation analysis
Correlation analysis is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph4
How the method is built, and where it has been read
Depends on
Often reviewed together
Chi-square test4 readings
Often reviewed together
Diversification5 readings
Often reviewed together
Linear regression8 readings
Often reviewed together
Intermarket analysis22 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.