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Correlation vs covariance #1

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quantverse opened this issue Oct 2, 2021 · 0 comments
Open

Correlation vs covariance #1

quantverse opened this issue Oct 2, 2021 · 0 comments

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@quantverse
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Hi,

in code #2 cov is used in alphas to get correlation and corr is used to get the covariance. I think it should be the other way around...
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