Regime
Click regime for detail
Effective rank
—
Diversification breadth
Early warning
Coupling
Return basis
Z-scores are computed on the 60-day window only.
Z-score: how far this coupling sits from its own history, in standard deviations. Correlation: the coupling level itself.
Each cell: one series vs the average correlation of that block.
Rendite- und Spreadserien in Preisrichtung dargestellt (Vorzeichen gedreht)
decouplednormalcoupled