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.
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
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
2022.05.17 02:27 AM
Hi Michaela,
Appreciate for the clarification, It's really helpful!
Thanks.
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