Quant Matters Correlation and Diversification

Correlation is one of the core ideas behind diversification and portfolio construction.

In this episode of Quant Matters, we explore how financial assets move relative to each other, how correlation is measured, and how it can help you build more diversified portfolios.

Topics covered:

* Diversification
* Positive and negative correlation
* Pearson correlation coefficient
* Correlation matrices
* Portfolio construction
* Correlation vs causation

Assets used in the examples:
SPY, NVDA, KO, JPM

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Видео Quant Matters Correlation and Diversification канала Quant Matters