Correlation is a statistical measure that indicates the extent to which two or more variables fluctuate together. A positive correlation indicates the extent to which those variables increase or decrease in parallel; a negative correlation indicates the extent to which one variable increases as the other decreases. Our example computes in realtime (at linerate) all pairwise correlations for N=200-6000 data timeseries and returns the top 10 correlations at any point in time.
Correlation on AppGallery