TransMarket Group LLC

  www.transmarketgroup.com
  www.transmarketgroup.com

Interview Question

Trading Assistant Intern Interview(Student Candidate) Chicago, IL

Given a covariance matrix, how to get the corresponding

  correlation matrix.
Answer

Interview Answer

1 Answer

0

Just divide by the product of the standard deviations of the two variables.

Nerd on May 4, 2014

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