Anticorrelation

Written by Forex Automaton   
Wednesday, 18 June 2008 11:45

Anticorrelation, or anti-correlation, means the same as negative correlation. To say that A and B are anticorrelated means that A tends to move up when B moves down and vice versa. This can be said when discussing both autocorrelation or cross-correlation. The term is not as widely used in financial contexts as it is in physics.

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Last Updated ( Friday, 11 September 2009 15:54 )