Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof.

Canonical correlation analysis is a variation on the concept of multiple regression and correlation analysis. In multiple regression and correlation analysis, you examine the relationship between a ...

Given two sets of variables, canonical correlation analysis finds a linear combination from each set, called a canonical variable, such that the correlation between the two canonical variables is ...

In this article, I would like to address the question of how market participants can incorporate simple correlation analysis into their investment decision making process. Simply put ...

Correlation measures the relationship between ... Autocorrelation in Technical Analysis Autocorrelation can be useful for technical analysis, That's because technical analysis is most concerned ...

A fundamental relationship (frequently encountered in financial analysis) is: Var(X+Y) = Var(X) + Var(Y) + 2×Cov(X,Y). But the units of measurement of covariance are not very natural. For example, the ...

“What we have done is to draw that conclusion more accurately through statistical analysis.” Out of 63 studies, 53 showed a negative correlation between intelligence and religiosity, while 10 ...