Do you think your case would hold up if we do backtesting

来源: autumnjune 于 2016-01-02 13:02:33 [档案] [旧帖] [给我悄悄话] 本文已被阅读： 0 次 (146 bytes)

回答: correlation is based on var and cov and should be measured ... 由 njrookie 于 2016-01-02 13:00:23

to 10+ years ago?

I don't think so. Some time in 2003 or 2004, the Nikkei seemed to rally while Yen even appreciated.

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• trading is all about looking forward ... -njrookie- ♂ (1070 bytes) () 01/02/2016 postreply 13:08:34

• I don't trade so I don't know. -autumnjune- ♀ (139 bytes) () 01/02/2016 postreply 13:10:33

• 顶一下Nj。 -知人知面- ♂ (0 bytes) () 01/02/2016 postreply 18:25:37

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