Market correlation

Our latest improvement in…The Market Correlation Investable Attribute

5 February 2018

In this blog post, we are going to explain the most recent improvements in the last investment attribute (IA) to join Darwinex’ ranks: Mr. Mc, AKA. Market Correlation. However, before we get our hands dirty, let me briefly explain what correlation is for those of you who are not familiar with this concept. Correlation is […]

$DWC 1-Minute Differenced Series

Mean Reversion Tests on DARWIN $DWC

9 July 2017

In a previous post – Quantitative Modeling for Algorithmic Traders – we discussed the importance of Expectation, Variance, Standard Deviation, Covariance and Correlation. In this post we’ll discuss how those concepts can be applied to DARWIN assets. As a practical example, we will employ a series of statistical tests to assess if DARWIN $DWC is […]

Quantitative Modeling for Algorithmic Traders – Primer

3 May 2017

Quantitative Modeling techniques enable traders to mathematically identify, what makes data “tick” – no pun intended 🙂 . They rely heavily on the following core attributes of any sample data under study: Expectation – The mean or average value of the sample Variance – The observed spread of the sample Standard Deviation – The observed […]

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