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Home Forums KX Academy Need more clarification on the capsule project

  • Need more clarification on the capsule project

    Posted by wlui on May 17, 2022 at 12:00 am

    Hi all,

     

    I’m working on the following question, but i can’t quite understand on the requirement, can anyone help me explain what is the expected requirement for the following question? it will be good if someone can share the expected output as well

     

    4.7 Finally, using `timeSeries` (or otherwise) calculate the correlation between the 15 minute timeseries
    for `edge` with each of `qty` and `numTrds`. Store this in a dictionary called `edgeCor` with `edge`,
    `qty` and `numTrds` as the keys and the values as their correlation with the `edge` series. Thus
    the value for `edge` should be 1.**

     

    Thanks.

    wlui replied 8 months, 2 weeks ago 2 Members · 1 Reply
  • 1 Reply
  • Laura

    Administrator
    May 17, 2022 at 12:00 am

    Hi

    The expected output is a dictionary with 3 keys  `edge `qty `numTrds. Their corresponding values should be the result of the correlation between the 15 minute timeseries for  `edge (i.e correlation of the edge calculated in the previous question 4.6) with each of `edge  `qty  `numTrds

    Output should look like:

     

    edge   | 1 
    qty    | 0.8059053 
    numTrds| 0.7830214

     

    The iterator that might be useful here is each right ,  check out the Iterators course to see it in action

     

     

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