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Quants: Correlation Analysis | Finance Train

Quantitative Methods

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CFA L2: Quantitative Methods - Introduction

Quants: Correlation Analysis

Quants: Single Variable Linear Regression Analysis

Standard Error of the Estimate or SEE

Confidence Intervals (CI) for Dependent Variable Prediction

Coefficient of Determination (R-Squared)

Analysis of Variance or ANOVA

Multiple Regression Analysis

Multiple Regression and Coefficient of Determination (R-Squared)

Fcalc – the Global Test for Regression Significance

Regression Analysis and Assumption Violations

Qualitative and Dummy Variables in Regression Modeling

Time Series Analysis: Simple and Log-linear Trend Models

Auto-Regressive (AR) Time Series Models

Auto-Regressive Models - Random Walks and Unit Roots

ARMA Models and ARCH Testing

How to Select the Most Appropriate Time Series Model?

Quants: Correlation Analysis

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Correlation

Correlation is math-speak for relationships. Is there a relationship between the change in the value of one variable and the change in value of another?
Correlation and simple regression can help you:

Verify a relationship between dependent variable Y and independent variable X.
Identify the mathematical form of the relationship (ex. linear, exponential)