Reply To: leading/lagging correlation analysis

Optuma Forums Optuma Feature Requests leading/lagging correlation analysis Reply To: leading/lagging correlation analysis

#68499
Mathew
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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.

corr

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