Rolling correlation

· John Cook · Nov. 9, 2025, 7:09 p.m.
business Statistics finance data analysis stock-market
Summary
The blog post discusses how to analyze the correlation between the closing prices of two stocks over time using rolling correlation in 30-day windows. It notes an artifact of periodic peaks roughly every 50 days, which is emphasized in the analysis of stock price relationships.
Read full post on www.johndcook.com →
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