Cumulants are statistical measures of correlation designed to go to zero whenever any one or more quantities under study become statistically independent of the rest. Cumulants generalize the concept of a correlation measure; in particular, a correlation of two bodies, quantities and so on, the most intuitive one, can be represented and measured by the second-order cumulant. Higher orders can be conceived.
High order cumulants
Source: forexautomaton.com
- Tags:
- frontpage
Read more...
10 US banks to be allowed to repay TARP
Bloomberg is reporting that the US Treasury will announce later today that some of the largest US banks will be able to buy back shares which they had to sell to the government as part of...
Dollar continues to weaken across the board
The Dollar is continuing to weaken across the board as markets dismiss the idea of early US rate hikes and get back to doing what they like best which is sell Dollars. Eur/Usd has moved past offers at 1.4070 with ease and is now closing in on 1.4100. Cable is in the same boat with the move above...
Now we are all just waiting for the FED
The Non Farm Payroll data from Friday has left the FED boxed in a corner, with world markets now waiting for the inevitable introduction of a further round of quantitative easing, now referred to as QE2. With the US, Canada, and Japan closed today for public holiday's, the forex markets have had...
Afternoon Forex Overview - June 2, 2009
By Dukascopy | June 2nd, 2009 11:51 am The dollar is generally lower Tuesday morning as major currency pairs reflected continuing risk appetite and tracked ... See all stories on this...
Early Tokyo showing its hand; JPY crosses lower
EUR/JPY has fallen swiftly from 134.80 to 134.35 as early Tokyo enters the market and obviously decides it does not want to buy anymore. Dealers report a lot of offers appearing in USD/JPY, some in very decent size and this is obviously weighing on the crosses. Bids were reported earlier at 97.50...