Pearson correlation coefficient - Please add this Fitness function for more linear curves

Pearson correlation coefficient - Please add this Fitness function for more linear curves

"Pearson correlation coefficient indicates how far away all these data points are to the best fit line. It's range of values is from +1 to -1. A value of 0 indicates that there is no association between the two variables and achieving a value of +1 means that all your data points are included on the line of best fit. We would like our Pearson coefficient Value to be as close to Straight line (1)."

"This is the Pearson's correlation to a straight line. The x axis is normally the trade number, but can also be date. The perfect correlation score would be 1."


Idea comes from an other Builder Software:




WIKI:
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  • Votes +4
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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k
#1

Karish

21.09.2020 12:25

Task created

k
#2

Karish

21.09.2020 12:25
Voted for this task.
b
#3

beppil

24.09.2020 22:29
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TD
#4

Tomas.D

26.09.2020 10:22
Voted for this task.
g
#5

Gregorian

31.12.2020 05:15
Voted for this task.

Votes: +4

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