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BO96: Correlations Among Sectors & Asset Classes

Top Traders Unplugged

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How Long Should a Correlation Study Be?

How long is enough to give you that basis for making a decision? And also, do you then restrict or allocate risk by sector. I treat them individually, and I don't think about sectors or asset classes. So it's markets on an individual basis. We can calculate one-handed egg correlations, 200-day correlations and so forth.

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