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Covariance

Quant analytics: any one do Covariance matrix pca decomposition?

Who does this?is this empirical? Can it be applied to corvariance or on a correlate?are they dynamic? Are correlational matrices more stable? This may be an interesting go for research in optimizing matrix manipulation with these techniques. NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

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Quant analytics: What is the difference between Correlation and Covariance

Quant analytics: What is the difference between Correlation and Covariance Covariance is a measure of the amount by which two variables vary together. It is positive if high values of one are likely to be associated with high values of the other, and vice versa. However, it is also proportional to the standard deviations of …

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