Correlation Matrix

A correlation matrix lists the variable names down the first column and across the first row. The diagonal of a correlation matrix always consists of ones. In every correlation matrix there are two triangles that are the values below and to the left of the diagonal and above and to the right of the diagonal. A correlation matrix is always a symmetric matrix. The Correlation map above shows the correlation between different regions (US, Japan, UK, Europe, Asia, and Engineering Markets) and principal bond, forex markets, equity regions, sectors and styles of investing.



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