b_dax_diversification_limits__correlation_conditioned_on_up_and_down_volatility

Correlations of daily stock and daily DAX returns, conditioned on high up- and down volatility

Figure2: Correlations of daily stock and daily DAX returns, conditioned on high up- and down volatility

Like this post and wanna learn more? Have a look at Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students

FinViz - an advanced stock screener (both for technical and fundamental traders)

Leave a Reply

Your email address will not be published.