Archive for December 18th, 2008

Geometrical interpretation of partial correlation
Image via Wikipedia

I’ve decided to publish a tool for readers on a weekly basis – I’ll see if people have any interest to decide whether to keep publishing it or not.  The links below are to documents (in HTML and CSV form) that show the 50 day correlation between most ETFs available.  There are about 170 in the file.

Want to figure out what ETFs you should have on to be more “neutral” in your overall positioning?  Check the Correlation Tracker!

If you find it useful, let me know.  If there are aspects you’d like to change, let me know as well – I’ve considered, for instance, publishing it for different time ranges.  But I’ll leave it to the readership to see if anyone cares!

ETF Correlation Tracker – 50 Day (HTML)

ETF Correlation Tracker – 50 Day (CSV)

Reblog this post [with Zemanta]

Read Full Post »