This section describes the Top Cointegrated Assets list displayed on the Market Topology screen.
Before proceeding, it is crucial to read and understand the Top/Bottom Correlations documentation, as this section builds upon the concepts explained there.
This list displays the top 100 most cointegrated assets (pairs, triplets and quadruplets), relative to the selected instrument (if exists).
This section describes the Top/Bottom Correlations list displayed on the Market Topology screen.
This list displays the 100 most positively and 100 most negatively correlated assets (pairs, triplets, and quadruplets) with an absolute correlation value greater than 0.1, relative to the selected instrument.