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So for instance if you have 9000 stock price time series and I wanted to do Pearson's r to measure intraday correlation between two stocks over multiple days and how that evolves over a year
Are the intervals overlapping? If so, compute rolling covariances and variances (which is O(data pts) rather than O(data pts * pts per interval) and then divide appropriately to get correlations.
If they are not overlapping then you need to get more compute!
That actually is a great point. I was thinking discrete intervals but overlapping intervals is more sensible and even worse to compute.
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