Correlated futures pairs

Discussion in 'Energy Futures' started by isaac000, Nov 17, 2006.

  1. Besides the below list, what are the most correlated futures pairs with decent volume and trend?

    Crude Oil / Natural Gas
    Soybeans / Soybean Meal
    Live Cattle / Feeder Cattle
    Dollar Index / CHF or EUR (negative correlation)
    S&P500 / NASDAQ100
     
  2. gold / silver is another example

    ps I do not think crude / nat gas is so highly correlated

    as crude / heating oil
     
  3. Thanks. Is there a correration table for futures? i remember i have seen one for FX.
     
  4. rosy2

    rosy2

    grains, world interest rates, world stock indexes, energies
     
  5. rosy2

    rosy2

  6. artis74

    artis74

    There IS zero correlation between "Crude Oil / Natural Gas"

    Many a trader and a firm has been crushed on this spread. I can attest to this first hand. This psuedo spread holds it relationship until a six sima event occurs like a hurricane and it explodes/implodes.

    Soymeal, Soyoil and soybeans are directly related like crude,gasoling and heating oil. Comparing them to natty.crude is erroneous.
     
  7. Thanks. How about Hog/Bellies? ...and FeederCattle/LiveCattle?

    Which instrument has best correlation with Eurodollars?
     
  8. artis74

    artis74

    I have no clue and virtualy every financial instrument can be spread against euros
     
  9. the DEC issue of TASC has a review of a company

    that for a fee claims to have everything you are looking for

    good luck
     
  10. Just providing info.

    Commodity Systems, Inc.
    http://www.csidata.com
     
    #10     Nov 24, 2006