Chart Key:
- strong positive correlation
- moderate positive correlation
- negligible correlation
- moderate negative correlation
- strong negative correlation
The correlation table shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from April 1 through 30, 2009.
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Interesting Curt, thanks. I will have to work out how to print it off so I can put it on the wall. Keep up the good work!, Russ
Hi Curt, good work, and it would be even better if you could post the correlation levels, because what do you really mean with “strong positive correlation” is it a value between 0.8 and 1 or maybe 0.6 and 1, it unambiguous.