B bern New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Apr 25, 2011 #1 Does anybody know, why the correlation mesure increases as the volatility increases (from a statisical perspective) ?
Does anybody know, why the correlation mesure increases as the volatility increases (from a statisical perspective) ?
M mikecocos New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Apr 25, 2011 #2 Look at the formula for covariance i.e. cov x,y = (Xi-Xavg)*(Yi-Yavg).
B bern New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Apr 25, 2011 Thread starter #3 Thanks. Too obvious for me….