2 ms·
So cotemporanrous correlation isn't enough to trade on. You need to look for a leading signal. You might also want to compare the actors to the SP500. You can
by joshu 16y ago
So cotemporanrous correlation isn't enough to trade on. You need to look for a leading signal. You might also want to compare the actors to the SP500.
You can make money even with a fairly low rsq if you have a good portfolio construction and cheap execution.