Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- KX Community
- :
- Discussion Forums
- :
- KX Academy
- :
- Need more clarification on the capsule project

Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

Options

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content

2022.05.16 09:19 PM

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.

1 ACCEPTED SOLUTION

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content

2022.05.17 02:13 AM - edited 2022.05.17 02:14 AM

Hi @wlui

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
```

Spoiler

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

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content

2022.05.17 02:13 AM - edited 2022.05.17 02:14 AM

Hi @wlui

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
```

Spoiler

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

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content

2022.05.17 02:27 AM

Hi Michaela,

Appreciate for the clarification, It's really helpful!

Thanks.

Main Office Contacts

**EMEA**

Tel: +44 (0)28 3025 2242

**AMERICAS**

Tel: +1 (212) 447 6700

**APAC**

Tel: +61 (0)2 9236 5700

Useful Information

Popular Links

Follow Us

KX. All Rights Reserved.

KX and kdb+ are registered trademarks of KX Systems, Inc., a subsidiary of FD Technologies plc.