Pair comparison
Price series rebased to 100 on their first shared date. This is not strategy P&L.
Price correlation vs. return correlation
Each dot is one eligible pair. Click a dot to inspect it.
Horizontal: TWAP price correlation · Vertical: daily closing-return correlation. Both use the selection window only.
Pair rankings
Default rank: highest TWAP price correlation first. Eligibility requires at least 30 observations for each correlation.
| Rank | Pair | TWAP corr. | TWAP dates | Return corr. | Return dates |
|---|
Correlation distribution
Unique eligible pairs, grouped by TWAP price correlation.
TWAP coverage
Hover over a bar for a stock’s complete-hour count. Incomplete hours are omitted, with no filling.
Correlation matrix & source data
Pearson correlation of 60-minute TWAP price levels, 15:00–16:00 America/New_York. Gray cells have insufficient data.