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Markets, Finance, Economics

To measure the historical correlation - I have taken the 300 day exponential moving average of the 20 period historical correlation of the MSCI Emerging Markets index with respect to the CNX Nifty. A correlation of over 0.7 is considered pretty good.
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Topics: ema crossover, ema crossover signal, macro economy, most liquid stock options on nse, moving average crossover, options, options pricing, philosophy, technical analysis, uncategorized

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