Pearson’s correlation is a well-known and widely used instrument to gauge the degree of linear association of two variables (see this post for an intuition on correlation). There a many formulas for correlation, but a short and easy one is this one: $$r = \varnothing(z_x z_y)$$. In words, $$r$$ can be seen as the average product of z-scores. In “raw values”, r is given by $$ r = \frac{\frac{1}{n}\sum{\Delta X \Delta Y}}{\sqrt{\frac{1}{n}\sum{\Delta X^2}} \sqrt{\frac{1}{n}\sum{\Delta Y^2}}} …