Asset Correlations and Common Factors with Kalman Filters and Network Analysis
Key Statistical Techniques
Utilize techniques such as Kalman Filters for estimating common factors, CSSD and CSAD calculations for dispersion analysis, and network visualization for understanding asset correlations.
Herding Behavior
Examine price movements and correlations. Understand how different assets move in relation to one another and detect market trends.
Customizable Parameters
Tailor the analysis with adjustable parameters for stock tickers, cryptocurrency pairs, time periods, and correlation thresholds
Key Features
Easy Navigation: Intuitive interface for seamless user experience.
Live Updates: Access real-time data for accurate analysis.
Comprehensive Insights: Multiple methods for a thorough market understanding.
Customizable Settings: Tailor the analysis to your trading strategy.
