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 ...

Correlation is used in several facets of financial analysis including the calculation of portfolio standard deviation. Calculating correlation can be time-consuming but software like Excel makes ...

To check the skew for major stock indexes, investors can use Volatility and Correlation Analysis tool (VCA) on the Bloomberg Terminal. VCA allows users to analyze volatility across a universe of ...

The negative correlation of gold with the USD, seems to have been interrupted over the past week. It’s characteristic that ...