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Stocks & Commodities V. 38:07 (6–7, 56): Letters To S&C by Technical Analysis, Inc.

Stocks & Commodities V. 38:07 (6–7, 56): Letters To S&C by Technical Analysis, Inc.

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Letters To S&C by Technical Analysis, Inc.

CORRELATION AS A TREND INDICATOR

Editor,
John Ehlers May 2020 article, Correlation As A Trend Indicator, was straightforward and easy to follow. However, when I went to look up more details about the Spearman correlation formula, I found that when one of the variables is linear, like in this case, it is really the Pearson correlation, and this is the formula used for the code given in the article ...
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