Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

The simplest form of regression in Python is, well, simple linear regression. With simple linear regression, you're trying to ...

The correlation coefficient is a number between 1 and -1. A number close to 1 means two factors are positively correlated—they rise or fall together and at the same magnitude.

The asymptotic distribution of the reduced rank regression is the asymptotic distribution of the least squares estimator with some restrictions; hence the covariance of the reduced rank regression is ...

Sarah C. Goslee, Correlation Analysis of Dissimilarity Matrices, Plant Ecology, Vol. 206, No. 2 (Feb., 2010), pp. 279-286 ...