May

28

 Just to scratch a quantitative itch, here are correlations for the S&P quarterly.

One hopes it's clear as presented.

Slightly larger magnitudes in bottom 2 rows one assumes is mostly from smaller sample sizes.

And btw, the Q on Q R, or autocorrelation, is +0.07.


Comments

Name

Email

Website

Speak your mind

1 Comment so far

  1. George on May 28, 2019 8:31 am

    Question for Vic and everyone:

    Why are Treasuries rates at 20 month lows with tariffs going up 25% or more?

    Won’t the supply chain disruptions cause shortages? Won’t the cold tech war setback productivity? How can the Fed cut in these conditions?

    What do ‘they’ know?

Archives

Resources & Links

Search