Module traquer::correlation

Correlation Indicators

Provides technical indicators that measures how two or more series relate to one another. These indicators can capture trend or performance and is often used to track relation between an asset and a benchmark.

Functions

• beta
  Beta Coefficient
• krcc
  Kendall’s Rank Correlation Coefficient
• pcc
  Pearson Correlation Coefficient
• perf
  Performance Index
• rsc
  Relative Strength Comparison (Price Relative)
• rsq
  Coefficient of Determination (r-squared)
• srcc
  Spearman’s Rank Correlation Coefficient