No. of Recommendations: 0
I think the title describes what I'm looking for but I don't know that much about statistics or probability. Linked pic is a histogram of the distribution of a 10 period correlation between two markets over a period of time. If I import this data into Excel, I'd like to see what percentage is at various levels, for instance above .80, below 0 etc. What formulas would I look at for this? Mean and/or something like that? I'm basically looking for something along the lines of finding the probability that when correlation reaches a certain level, like -.40 or such, that it will reverse. Thanks much.
Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.