Does correlation survive contact with live trades?
Only until regimes shift and volatility bites
Subscribers, look for the code in your Private chat. Looking for the code notebooks? Consider a free subscription.
Correlation feels comforting, but it rarely survives contact with live markets.
Most beginners assume two stocks that line up on a chart will move together. The truth is correlation shifts as regimes and volatility change. What holds up in a …
Keep reading with a 7-day free trial
Subscribe to PyQuant News to keep reading this post and get 7 days of free access to the full post archives.

