ES Correlators Quiz

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

  1. bone

    bone

    Please guys, the BIG footnote here being that these correlations absolutely do not hold up over time - they come and go.

    Word to the wise and the not-so-wise.

    There were some very good guesses for instruments that at points in time in the not so distant past were very high correlators with ES. And you don't get much warning when they fall apart.
     
    #31     Aug 24, 2011