7 Comments
User's avatar
Yomi'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

Yomi'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