The Quantitative Investor

The quantitative approach to investing has rapidly grown in application over the past 20 years. As home computers have increased in power and the internet has allowed unprecedented access to information, even the retail investor can now use this approach to the stock market. In this blog, we discuss a variety of quantitative approaches to investing, and provide analysis the current market state, as well as offer a number of unique insights into market sentiment.

Showing posts with label correlation. Show all posts

Monday, March 7, 2011

Coming soon...

Oil prices are surging recently and much of the market talk has been surrounding this, and the Middle Eastern countries at the forefront. You may be heavily invested in black gold and making a fortune, losing it all and cursing Gaddafi for it, or sleeping well with a fully diversified portfolio.

Any way, a better understanding of how the price of oil correlates to the market movement could greatly enhance your market performance.

In this correlation study we will examine the relationship between oil prices and the price of the major indices.