Package | Description |
---|---|
com.strategyquant.lib.snippets |
Modifier and Type | Method and Description |
---|---|
double |
CorrelationComputer.computeCorrelation(int correlationPeriod,
CorrelationType correlationType,
boolean addEmptyPeriods,
SQOrderList orderList1,
SQOrderList orderList2)
Compute correlation.
|