Module 1 · Lesson 2 · 9 min

Cointegration vs Correlation

What you'll be able to do

  • Explain the difference between a stationary and a non-stationary series in plain words.
  • Show with numbers that two pairs with the same return correlation can have very different gaps.
  • Apply the course rule: reject a pair whose training-window gap is not stationary, however closely its coins move together.

This course is for members.

The DeFi University membership on Skool opens all 31 courses here, plus the live calls and community. Private coaching clients have access too.