Correlation Coefficient of the Daily Volatility

Discussion in 'P1.T2. Quantitative Methods (20%)' started by ravi_theja_k, Jun 9, 2012.

  1. ravi_theja_k New Member

    Hi David

    Is there any method to find the Correlation Coefficient of the Daily Volatility of S&P 500 and Gold. This means if there is a trending day in S&P 500 what is the probability that there is an trending or ranging day.

    Regards and Thanks
    Ravi
    ravi_theja_k, Jun 9, 2012
    #1

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