Imagine that today the 20 day correlation between the E-mini S&P 500 futures contract (symbol: EP) and the Crude Oil Contract (symbol: CLE) is 0.82. Now, is that a typical value or an unusual value? To gauge the reading you would look at a... more
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