Cross-Correlation & Beta Analysis

Asset Selection

Select assets to analyze cross-correlations and betas. Assets are grouped by class with available timeframes.

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Analysis Configuration

Configure timeframe, data window (used as rolling window size) and transformation parameters. Data Window + 1 year of data will be downloaded to ensure sufficient data for rolling analysis.

Timeframe

Data will be resampled if needed

Data Window (Rolling Window Size)

Used as rolling window size for correlation/beta calculations

Percent Change Periods

Calculate (t+n price / t price - 1)