皮尔逊相关系数无法区分大小值和正负值？

Question

看文献说，it makes no distinction between large and small realizations,and it does not distinguish between positive and negative returns.不太理解,区分大小正负指的什么意思

Answer 1

什么文献？正数是正相关，负数是负相关。如果绝对值相等，说明相关程度的大小是一样的。