Mean rolling correlation of XLF constituents
I follow Quantocracy on Twitter, and I found Rolling mean correlation in the tidyverse by Robot Wealth. They say to let them know if you’d approach it differently. I would, so I thought it would be interesting to replicate the analysis using tool...
![](https://blog.fosstrading.com/post/images/plot-rolling-mean-xlf-correlations-1.png)