Tag: correlation
Interview Questions
- Combining two estimates that are correlated
- How correlation shrinks your Kelly sizes
- Two correlated bets both finishing in the money
- Correlation of heads in the first quarter versus the whole
- Correlation of a die's early sum with its total
- Correlation between two overlapping flip windows
- Correlation of a random walk at two times
- Correlation between overlapping coin-flip counts
- Both positive when the normals are correlated
- Probability two hedged assets both rise
- Uncorrelated but utterly dependent
- How correlated is one die with the total?
- Correlation of two weighted dice combinations
- A point on a circle, zero correlation, total dependence
- Are the sum and difference of two dice independent?
- More police, more crime?
- The hospital with the worst survival rates
- The signal that correlated 0.9 with returns
- Better in every group, worse overall
- Why correlation is not causation
- The square-root rule of diversification
- How much does pairing actually buy? The role of correlation
- Averaging correlated estimates hits a floor