Correlations for the S&P Quarterly, from Alston Mabry
Just to scratch a quantitative itch, here are correlations for the S&P quarterly.
One hopes it's clear as presented.
Slightly larger magnitudes in bottom 2 rows one assumes is mostly from smaller sample sizes.
And btw, the Q on Q R, or autocorrelation, is +0.07.
Comments
George on May 28, 2019 8:31 am
Question for Vic and everyone:
Why are Treasuries rates at 20 month lows with tariffs going up 25% or more?
Won’t the supply chain disruptions cause shortages? Won’t the cold tech war setback productivity? How can the Fed cut in these conditions?
What do ‘they’ know?