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Old Aug 26th, 2013, 11:06 AM   #1
EliteTraderNYC
 
 
Join Date: Feb 2008
Location: New York City
Posts: 335
Does anyone know the correlation between ES or SP and SPY over past 20 years or so? I'm guessing its probably in the high 90% or something like that.
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Old Aug 26th, 2013, 11:42 AM   #2
SWScapital
 
 
Join Date: Apr 2005
Posts: 732
Quote:
Quote from EliteTraderNYC:

Does anyone know the correlation between ES or SP and SPY over past 20 years or so? I'm guessing its probably in the high 90% or something like that.
Is this a joke post?
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Old Aug 26th, 2013, 12:09 PM   #3
EliteTraderNYC
 
 
Join Date: Feb 2008
Location: New York City
Posts: 335
No, no joke, SPY is not the same as ES or SP because its an ETF.
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Old Aug 26th, 2013, 12:55 PM   #4
Laissez Faire
 
 
Join Date: Sep 2010
Posts: 4,544
http://www.zerohedge.com/article/spy...leading-sp-500

One among several articles a simple Google search returned.
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