Correlation

Workspaces

This macro-enabled Microsoft Excel® spreadsheet presents a ten-by-ten correlation matrix, a scattergram chart of the correlations by row, and frequency distribution charts of the correlations. In addition, twenty versions using a different city... more

Workspaces

This Microsoft Excel® dashboard displays market data and correlations of US equity SPDR® (Standard & Poor's Depositary Receipts) ETF products. The ETFs are grouped by Core, Style, Sector, and Industry.

You can enter a time frame and a... more

Workspaces

This Microsoft Excel® spreadsheet presents a ten-by-ten correlation matrix.

There is a symbols tab where you enter symbols and price formatting, such as two decimal places, etc. The quote displays along the top and bottom use the same... more

Workspaces

This Microsoft Excel® spreadsheet uses the RTD correlation formula to pull historical correlation values from CQG.

You can enter the symbols for two markets, time frame, and the look-back period for the correlation analysis. The... more

Workspaces

This Microsoft Excel® spreadsheet presents a 10-by-10 correlation matrix. In addition, a dynamically ranked view of the correlations from the 10-by-10 correlation matrix is displayed as histogram bars. The histogram bars are separated into the... more

Workspaces

This Microsoft Excel® spreadsheet presents two views of current market data and two correlation matrices. The market data sections use the symbols entered into the first column. The last quoted price and net change are displayed. In addition, the... more

Workspaces

This Microsoft Excel® spreadsheet uses a quadrant format to display correlations. For each quadrant, you can enter five symbols for the horizontal axis and five symbols for the vertical axis. You can enter the time frame, the lookback period, and... more

Workspaces

This correlation dashboard gives you sparklines to see the most recent changes in the correlation. Enter the symbols down the left-hand column. Change the look back period and the timeframe at the bottom.

Download the Excel File... more

Workspaces

CQG supports the Microsoft Excel® RealTimeData (RTD) function in CQG Integrated Client version 8.4 and greater for delivering market data and other information to Excel. Through the combination of CQG and Excel, you can create highly-customized... more