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- Wed Oct 13, 2010 11:25 am
- Forum: Testing and Simulation
- Topic: Five test cases for Correlation studies
- Replies: 3
- Views: 3893
<This is not a simple topic and it often inflames people's emotions ... Frankly, I don't think there is an argument within the professional investment community of either using price or return to compute correlations. We are interested in risk vs. RETURN and not price. Assuming a price change of 1$ ...