Video Trade Journal by 
Click on the above chart to view a larger version.
- Chart Key:
S&P 500 = September 2009 S&P 500 e-mini contract
Gold = August 2009 Comex Gold contract
Oil = Septermber 2009 Light Sweet Crude oil contract
10yr T-note = September 2009 10-year US T-note contract
- 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 July 1 through 31, 2009.
great effort
thanks alot
Thanks for the currency and market correlations
These are really cool Curt..
Curt you read my mind, thanks for the correlations.
Great information!
Glad to hear you folks find this helpful! By the way, you can save the chart to your PC by positioning your cursor over the chart, then clicking your right-hand mouse button.
Curt. Great stuff here. I use a lot of these relationships, but your visual representation is perfect.
actually i’ve had to find a lot of these the hard way. is there an easy way to run these correlations using GFT tools or some other softward package??