Question: Using tick data for at least two assets, measure the correlations between the assets using the entirety of the data. Split the data in two

Using tick data for at least two assets, measure the correlations between the assets using the entirety of the data. Split the data in two halves and perform the same calculations on each of the halves in turn. Are the correlation coefficients for the first half equal to those for the second? If so, do these figures match those for the whole data set?

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