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Tag Archives: ETF correlations
ETF Correlations as of the Close of Friday, May 10, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on April 26, 2013. Most correlations have remained stable as traders are trying to figure out their next move.
ETF Correlations as of the Close of Friday, April 26, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on April 12, 2013. After reaching negative territory, the correlation of stocks with precious metals jumped offering hopes of a recovery in that market if the … Continue reading
Correlation Spikes in the Commodity ETF Complex
Everyone who owns gold is rushing to sell before Cyprus unloads its holdings and maybe buy later when the dust settles. As a result of the herd behavior and the collapse in gold and silver prices, there were unprecedented correlation … Continue reading
Posted in ETF Analysis, Market Statistics
Tagged ETF correlations, financialization, probability games
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ETF Correlations as of the Close of Friday, April 12, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on March 28, 2013. The correlation between stocks and bonds has remained stable but metals have decoupled from stocks completely and commodities show stable to slowly increasing … Continue reading
ETF Correlations as of the Close of Thursday, March 28, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on March 15, 2013. The correlation between stocks and commodities is on the rise again as the effects of financialization are becoming more pronounced … Continue reading
Posted in Economic Analysis, ETF Analysis, Market Statistics
Tagged ETF correlations, financialization
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ETF Correlations as of the Close of Friday, March 15, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on March 1, 2013. Correlations have stayed flat except in the case of precious metal ETFs where the decline continues.
ETF Correlations as of the Close of Friday, March 1, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on February 15, 2013. The correlation of stocks with currencies and oil is rising while equity and metal markets are decoupling.
ETF Correlations as of the Close of Friday, February 15, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on February 1, 2013. Correlation of stocks with commodities is trending down while most other correlations have remained stable.
ETF Correlations as of the Close of Friday, February 1, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on January 18, 2013. Correlations are trending down across the board.
ETF Correlations as of the Close of Friday, January 18, 2013
Rolling 60-day correlations of SPY with TLT, FXE, GLD, SLV, USO and DBC, and trends developing since the last report on January 4, 2013. This is a bi-weekly report. Just a few clues about the markets can be found in recent correlations.