alexgrover

Correlation Matrix

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Returns a 4x4 correlation matrix between various user-selected symbols. Users can change the window of the correlation with the setting length.

Correlation matrices can be useful to see the linear relationship between various symbols, this is an important tool for diversification.
Script open-source

Nello spirito di condivisione promosso da TradingView, l'autore (al quale vanno i nostri ringraziamenti) ha deciso di pubblicare questo script in modalità open-source, così che chiunque possa comprenderlo e testarlo. Puoi utilizzarlo gratuitamente, ma il riutilizzo del codice è subordinato al rispetto del Regolamento. Per aggiungerlo al grafico, mettilo tra i preferiti.

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Patreon: https://www.patreon.com/alexgrover

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You can also check out some of the indicators I made for luxalgo : https://www.tradingview.com/u/LuxAlgo/#published-scripts

Commenti

Lovely, simple and effective corrleations matrix!
Appreciated your posting mate; keep it up <3
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Lovely! Thank you ^^
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If I may....im not too familiar with arrays yet, so what is holding this back from producing a higher level matrices? 16,32 correlation matrix? Thanks for your time and have a great day. How old are you btw? been meaning to ask? I Know I saw it before but I couldnt find it again and forgot.
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