Indicator
Correlation
Correlation
Definition
Covariance divided by the product of the two standard deviations, ranging from -1 to 1.
Boundary
Correlation is not causation, and it can rise abruptly in extreme markets.
131 Strategies
43 Text mentions
29 Code hits
Role distribution
Market regimes
Uptrend13/0Downtrend13/2Range5/7Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection1/1All Regimes0/0
Common parameters
No parameter samples.
Frequent co-occurrence
- Breakout63
- ATR60
- False Signal48
- EMA38
- Cross Above36
- Cross Below35
- False Breakout33
- Bollinger Bands30
- ADX18
- MACD16
Semantic relations
- Basis → BetaBeta is calculated from covariance and benchmark variance.
- Basis → HedgeHedging requires correlated instruments or opposite positions.
- Basis → Correlation ControlCorrelation control limits highly correlated exposure.
Evidence strategies
- 基于量化震荡指标组合策略Quantitative-Oscillation-Indicator-Combination-StrategyFilter
- 移动平均数RSI相关性加密货币趋势策略Moving-Average-RSI-Crypto-Correlation-Trend-StrategyFilter
- 智能动量混合指标零日期权策略模型-Intelligent-Momentum-Mixed-Indicator-Zero-Day-Options-Strategy-ModelRisk control
- 多指标融合波动率捕捉型自适应趋势跟踪策略-Multi-Indicator-Fusion-Volatility-Capture-Adaptive-Trend-Following-StrategyFilter
- 多维度EMA趋势追踪与成交量波动率确认策略-Multi-Dimensional-EMA-Trend-Following-with-Volume-and-Volatility-Confirmation-StrategyFilter
- 基于两个市场价格关系的套利交易策略-Price-Relationship-based-Arbitrage-Trading-Strategy-Between-Two-MarketsFilter
- 动态波动率自适应EMAxRSI交叉策略-Dynamic-Volatility-Adaptive-EMA-RSI-Crossover-StrategyRisk control
- 多周期波动跟踪量化策略-Multi-Timeframe-Volatility-Tracking-Quantitative-StrategyRisk control
- 多周期布林带突破回归交易策略-Multi-Timeframe-Bollinger-Band-Breakout-Reversion-StrategyFilter
- 多时间框架适应性均值回归与交易量分析策略-Multi-Timeframe-Adaptive-Mean-Reversion-with-Volume-Analysis-StrategyFilter
- 基于华尔街捕鼠光环指标的加密货币看涨看跌策略Correlation-based-Bullish-Bearish-Crypto-Trading-Strategy-Based-on-Wall-Street-CCI-IndexRisk control
- 相对强弱指数多空策略Relative-Strength-Index-Long-Short-StrategyRisk control
- 玻尔布林震荡突破策略Bollinger-Band-Breakout-StrategyFilter
- 自定义信号振荡器策略-CSO-Custom-Signal-Oscillator-Strategy-CSORisk control
- 基于平均价海金阿什烛台与相对强弱指数的动态调仓策略Dynamic-Capital-Allocation-Strategy-Based-on-Heikin-Ashi-Candles-and-Relative-Strength-IndexRisk control
- 4小时时间框架上的吞没形态交易策略与动态止盈止损优化-4-Hour-Timeframe-Engulfing-Pattern-Trading-Strategy-with-Dynamic-Take-Profit-and-Stop-Loss-OptimizationRisk control
- 懒熊动量挤压策略Lazy-Bear-Squeeze-Momentum-StrategyRisk control
Corpus quotes
No stop loss may lead to enlarged losses for single trades Risks can be reduced by optimizing parameters, selecting assets with stronger correlation and liquidity, setting proper stop loss etc.
MCL-YG波动率突破交易策略MCL-YG-Bollinger-Band-Breakout-Pair-Trading-Strategy · risks EN
Trade multiple products with correlation to lower systemic risk This strategy combines trend analysis and range breakout to generate trading signals, which can catch new trends and take advantage of range bound characteristics.
基于区间突破的双向趋势追踪策略Dual-directional-Trend-Tracking-Strategy-Based-on-Range-Breakout · optimization EN
This strategy combines Ehlers Elegant Oscillator, Ehlers Decycler, Ehlers Instantaneous Trendline and Ehlers Spearman Rank Correlation Coefficient into one strategy, forming a quantitative trading strategy that fully captures trends, oscillations, momentum and price & volume characteristics.
基于量化震荡指标组合策略Quantitative-Oscillation-Indicator-Combination-Strategy · overview EN