SIMPLIFIED TUTORIAL, 1 (in the series where we break down concepts intuitively):
Before we talk about correlation, let’s discuss standard deviation, its analog in dimension 1. People don’t get while using it as a metric for deviation!
See the whole book (gets technical beyond Chapter 5)
Link to the Book: Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
… I guess some people would need to read this or something like this in order to figure out how stuff works. And before the conspiracy theories are lied down…