You just posted the same thing 3 days ago, why are you reposting again?
[deleted] on
[deleted]
Temporary_Lettuce_94 on
Correlation is not as useful or informative as the covariance, i woild replace corr matrix with the cov matrix of the log returns.
If you keep the chart for volatility on the right, it only makes sense to study cross volatility on the left, and then argue which diversification makes sense in a portfolio that includes these assets
![[OC] Correlation Matrix and Volatility Radar for Major Assets: Gold, Silver, Bitcoin, and Stock Indices (Feb 2025 - Feb 2026)](https://www.byteseu.com/wp-content/uploads/2026/02/4xwufd5azojg1-1536x955.png "[OC] Correlation Matrix and Volatility Radar for Major Assets: Gold, Silver, Bitcoin, and Stock Indices (Feb 2025 – Feb 2026)")
4 Comments
elim5, I’ve no clue how to read it.
You just posted the same thing 3 days ago, why are you reposting again?
[deleted]
Correlation is not as useful or informative as the covariance, i woild replace corr matrix with the cov matrix of the log returns.
If you keep the chart for volatility on the right, it only makes sense to study cross volatility on the left, and then argue which diversification makes sense in a portfolio that includes these assets
Also relabel the time series as 1 year