Archive for October 2015
Keep Your Eye On The VIX, It May Be A Useful Indicator For Stock Pickers
Summary The average correlation of the Dow Jones 30 changes over time ranging from a low of 0.22 to a high of 0.78. This is the average of the pairwise correlations over 63 trading days.. Lower (higher) correlations may be associated with better (worse) stock picking performance. Higher average correlations seem to be moderately associated…
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