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feat(corr): allow negative price series#18

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rodionlim merged 1 commit intomainfrom
feature/allow_negative_price_series
Feb 16, 2026
Merged

feat(corr): allow negative price series#18
rodionlim merged 1 commit intomainfrom
feature/allow_negative_price_series

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@rodionlim rodionlim commented Feb 16, 2026

Negative price series returns NA correlation, allowing a flag to allowed for signed correlation in the case when we are measuring correlation for spreads

@rodionlim rodionlim merged commit ea3df8a into main Feb 16, 2026
@rodionlim rodionlim deleted the feature/allow_negative_price_series branch February 16, 2026 08:33
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