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Covariance | The Concept behind some of the Best Trading Strategies
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YouTubeQuant Visualized
Covariance | The Concept behind some of the Best Trading Strategies
In this video, we build an intuitive and visual understanding of covariance and correlation, two of the most important concepts in quantitative finance and financial mathematics. We start by representing asset returns as deviations from their mean and visualize how these deviations move together over time. Using scatter plots and animated point ...
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