Saturday, April 23, 2011

Correlation Matrix

In a Correlation Matrix two sets of data are compared and a relationship is established. It also helps to determine how well something correlates.  This particular matrix is on trading on Wall Street and it shows the correlation between trades.

Link: http://www.google.com/imgres?imgurl=http://kurtosistrading.com/blogspot/wp-content/uploads/2010/01/matrix.png&imgrefurl=http://kurtosistrading.com/blogspot/%3Fp%3D770&usg=__dDYK9hwXYNKMAXGc1u4UvqU8o90=&h=712&w=1416&sz=280&hl=en&start=76&zoom=1&tbnid=dxzDYJyuzHDloM:&tbnh=82&tbnw=163&ei=A0yzTYjHBYWltwe7ypjqDg&prev=/search%3Fq%3DCorrelation%2Bmatrix%26um%3D1%26hl%3Den%26sa%3DN%26biw%3D1280%26bih%3D588%26tbm%3Disch0%2C1871&um=1&itbs=1&iact=hc&vpx=539&vpy=322&dur=139&hovh=159&hovw=317&tx=160&ty=101&page=5&ndsp=19&ved=1t:429,r:15,s:76&biw=1280&bih=588

1 comment:

  1. How to make these kind of plot, i would like to make one for my research, Do you recommend any software?

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