Expand description
§Correlation Indicators
The correlation_indicators module provides functions to measure the co-movement
and statistical relationship between two different price series or assets.
§When to Use
Use correlation indicators when you want to:
- Quantify how closely two assets move together
- Assess diversification or hedging effectiveness
- Explore relationships between assets
§Structure
- single: Functions that return a single value for a slice of prices.
- bulk: Functions that compute values of a slice of prices over a period and return a vector.
§Included Indicators
§Bulk
correlate_asset_prices: Correlation between two price series
§Single
correlate_asset_prices: Correlation between two price series
§API Details
- All functions require two slices of
f64prices (for the two assets). - See each function for further details, panics, and usage examples.