Reply To: fundamentals capstone 4.7

[megan_mcp]

Hi @kal8na

Let me break down question 4.7 for you:

• Using your timeSeries dictionary that you created in ex 4.6, compare the correlation of edge against the correlation of qty then the correlation of edge against the correlation of numTrds. To do this you can use the keyword cor – cor – corelation coefficient | Reference | kdb+ and q documentation – Kdb+ and q documentation (kx.com)
• Store this data in a dictionary called edgeCor with the keys being edge, qty and numTrds and the values being their correlation with the edge series.

There are a few different ways this can be done but using iteration is included as a suggestion.

Let me know if you require further assistance.

Thanks,

Megan

code.kx.com

cor – corelation coefficient | Reference | kdb+ and q documentation - Kdb+ and q documentation

cor is a q keyword that calculates the correlation coefficient of two numeric lists.