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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

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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

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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

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2022.05.17 02:27 AM

Hi Michaela,

Appreciate for the clarification, It's really helpful!

Thanks.

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