A simple analogue of auto- and cross-correlation by Clifford J. Sherry
ARTICLE SYNOPSIS ...A simple analogue of auto- and cross-correlation
by Clifford J. Sherry
If you trade commodities or stocks and if you expect to make a profit, you are making the tacit
assumption that you can predict the future price of your commodity or stock.
Traders often need to know if time series of commodity or stock prices are cyclic and, if they are, the
extent of the cycle. It is also important to know if two time series are interdependent. Interdependency
can be between two commodity prices, if you want to play the spreads, or a series of commodity prices
and some other time series, such as the Com...