Covariance

One way of quantifying the strength of the relationship between two variables is their covariance. This measures the tendency of two variables to change together.

If we have two series, X and Y, their deviations from the mean are:

Covariance
Covariance

Where xi is the value of X at index i, yi is the value of Y at index i, Covariance is the mean of X, and Covariance is the mean of

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