2min chapter

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197: “How to use volatility to outperform the market” – Kyle Schultz

Better System Trader

CHAPTER

How Do You Measure the Correlations?

How do you measure correlation? A measurement, because i seea lots of tratesa itle measure of the correlation at strategies aver ot e five or ten years. You know, everyone uses correlation tables a lot, but youcan, you can really a kind of fool yourself by using those. So rolling, rolling correlations is one of them.

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