Update: ETF Correlation Tracker

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Update: ETF Correlation Tracker

January 3, 2009 by dskills

: Image via Wikipedia

I’ve updated the ETF correlation tracker tool today. I’m moving this to a dedicated page under Strategies from now on – I’ll continue to let everyone know when it is updated – the goal is weekly. Questions comments welcome.

ETF Correlation Tracker – 10 day (CSV)

ETF Correlation Tracker – 10 day (HTML)

ETF Correlation Tracker – 50 day (CSV)

ETF Correlation Tracker – 50 day (HTML)

ETF Correlation Tracker – 120 day (CSV)

ETF Correlation Tracker – 120 day (HTML)

ETF Correlation Tracker – 260 day (CSV)

ETF Correlation Tracker – 260 day (HTML)

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Posted in ETF Correlation Tracker | 1 Comment

One Response

on January 8, 2009 at 7:31 pm | Reply david

i think this is a great tool to discover intermarket relationships…..my only comment might be that reporting the top ten or twenty largest changes in 10/120 or 50/260 day correlations might be of use.

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My name is Damian and I have been involved in trading stocks, futures and currencies for over 10 years. I currently reside with my wife, my son Max and two dogs outside of Boston, Massachusetts. I have also been a contributor to InVivo Analytics, Teresa Lo's fantastic blog on markets. I can be reached at droskill at gmail dot com.

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