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標題: Note that the correlation is high and fairly constant across time [打印本頁]

作者: 1070205vzf    時間: 2015-4-25 12:26
標題: Note that the correlation is high and fairly constant across time
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Soon,michael kors bags, I intend to conduct similar research using actual silver and gold bullion prices dating back much further.Below I show the graphic results of my back test: Correlation: Note that the correlation is high and fairly constant across time,michael kors outlet locations, suggesting that the diversification benefit of holding both gold and silver is limited.Rolling 12mth Returns: While gold's rolling 12mth returns have remained somewhat steady during the analysis period,michael kors wallet, silver's returns have ranged considerably.Rolling 12mth Return Differential: This graph displays the difference between the two returns in the previous graph.
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