Hi, Is anyone aware of a software or a website that allow you to check the correlation between two futures. I have came across a lot of website and charts of ETF vs Futures or Stocks correlations. I am very interested in any Correlation between CME Futures. Thanks in Advance, JC
There have been several websites mentioned in the pair trading thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253 Free: http://www.catalystcorner.com/index.php?m=pair_tool http://www.impactopia.com/ http://www.sectorspdr.com/correlation/ Not free: http://www.pairtradefinder.com/ http://www.csidata.com/ (In Windows App) I took my site offline due to lack of response. Probably better off looking for cointegration, though.