Delta Agnostic Correlation Coefficient

2021년 12월 23일

Visually see how well a symbol tracks another's movements, without taking price deltas into account.

For example, a 1% move on the index and a 5% move on the target will return a DCC value of 1. An index move of 0.5% on the index and a 10% move on the target will also return a DCC value of 1. The same happens for downward moves.

The SMA value can be set to smooth the curve. A larger value creates a smoother curve.

2021년 12월 23일

릴리즈 노트

Implemented new default index.

2021년 12월 27일

릴리즈 노트

Update cover chart and title.