7 Comments
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Mr krabs's avatar

I'm talking about using Z score as a correlation basis compared to simply using price or returns

Thomas's avatar

Great read Alfie, what advice/resource would you recommend to someone starting out their macro learning journey.

Thomas's avatar

Thank you Alfie, really appreciate it!

David Sanchez's avatar

Interesting, thx bro

Mr krabs's avatar

How do u use the CS momentum and CS correlation

I use Z score for checking correlation but not sure the metric to use for momentum

Alfie Kerswell's avatar

Z score isn’t used for checking correlation

In CS momentum, as the lines move positive, it means they are outperforming the base asset on a momentum basis

For CS correlation, as the lines moves positive it means the assets are correlating more with the base asset