Optuma Forums › Optuma Feature Requests › leading/lagging correlation analysis › Reply To: leading/lagging correlation analysis
Mathew
Hi Louis,
The max lead lag determines how much we will offset the second data set looking for correlations. See the green arrow below.
A reasonably good result is the red arrow. It looks to be a correlation of 0.6 so moderate correlation. That tells us that 10Yr is lagging around 6 days after JPY.
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