ES Correlators Quiz

Discussion in 'Professional Trading' started by bone, Aug 24, 2011.

  1. bone

    bone ET Sponsor

    Guess what the correlators are, and I will buy you a $100 gift certificate at the restaurant of your choice.

    My clients and pricks with a Bloomberg terminal are exempt from this fun little game.

    None of the correlators are stocks or stock indices - they are commodity futures completely out of the equity space.

    This is live, one minute data.
     
  2. bone

    bone ET Sponsor

    and here it is:

    [​IMG]
     
  3. gmst

    gmst

    one of them is 6E for sure. Others might also be currencies.

    Hope you send me at least a fraction of gift - for being correct on one (at least) and being the first to answer :)
     
  4. bone

    bone ET Sponsor

    No to 6E. I think I should limit each ET Member to three guesses total.

    [​IMG]
     
  5. gmst

    gmst

    Yes, wrong on 6E, I didn't read the 2 year thing. With havoc in europe, can't be ES.

    2nd guess: CL

    Good to know what these are eventually - proves how weak is my market structure knowledge.
     
  6. bone

    bone ET Sponsor

    CL is a fantastic guess, and indeed the correlation is 94%, but strike two on you.

    [​IMG]
     
  7. bone

    bone ET Sponsor

    First ET Member to guess all three. If someone else guesses one of them, then maybe I should figure out a partial gift certificate or something - which I am fine with.
     
  8. Grains? Corn, Wheat, Beans.
     
  9. bone

    bone ET Sponsor

    No on those three.

    Soybean Oil is 89 % positive correlation to ES, BTW.
     
  10. what is copper?
     
    #10     Aug 24, 2011