Everything's correlated? :(

Discussion in 'Trading' started by lentus, Aug 28, 2019.

  1. lentus

    lentus

    Again, doesn't answer the question I posed. I'm starting to think you're here just to spam your company in every f thread.
     
    #31     Aug 30, 2019
  2. tsznecki

    tsznecki

    Ooooohh somebody's butthurt because she had to reply to me. It's ok muffin, next time I'll lube up more before bending you over.
     
    #32     Aug 30, 2019
  3. bone

    bone

    Again, look at the daily close-on-close correlations relationships between each of the products you listed in your OP and you will have answered your own question and learned something valuable in the process
     
    #33     Aug 31, 2019
  4. lentus

    lentus

    OK, last try. I already realized there is a problem. That's why I posted the thread. So far you told me there is a big problem. Yes, I know. What's the solution?
     
    #34     Aug 31, 2019
  5. themickey

    themickey

    My 2c, but going on the hunt to find uncorrelated trades is perhaps unproductive?
    Here's the reasoning behind this....
    Correlated trades imo assist to make trading easier via the fact that other correlations will flag clues as to direction, eg right at this moment USD index hit highs on a strong run up, now sitting on $99.
    Gold which often has opposite correlation looks to me to be ready to move higher.
    Silver too moving up. Copper and Lithium looking strong......etc
    All these clues assist to make decisions on your trades.

    Therefore, when hunting for uncorrelated trades, you are hunting for something which is leaving no clues.
    Imo, correlations assist, 'strike while the iron is hot' in other words, one could be diversified in gold, silver, USD, copper, Lithium, all correlated but diversified.

    Uncorrelation imo makes your work harder and less profitable would be my assumption.
     
    #35     Aug 31, 2019
    bone likes this.
  6. bone

    bone

    True... with an important caveat.

    If you can find HIGHLY negative instruments (like >90% negative daily close-on-close for at least six months otr) then that is most useful as well.
     
    Last edited: Aug 31, 2019
    #36     Aug 31, 2019
  7. themickey

    themickey

    But would that not be called 'negative' correlation rather than 'uncorrelated'.

    I would have guessed perhaps uncorrelated would be the agriculture products, the softs, cotton, soybean, OJ, sugar, cocoa, lumber, coffee....
     
    #37     Aug 31, 2019
    raVar and bone like this.
  8. bone

    bone

    Yes, you’re correct and I meant “highly negative” when I originally worded that post / thanks so much for the correction.
     
    #38     Aug 31, 2019
  9. lentus

    lentus

    Logically inconsistent.

    A B C are correlated. I use A and B to confirm my trade in C and I trade C.

    E F G are correlated. G and C are not correlated either negatively or positively. I use E and F to confirm my trade in G and I trade G.

    Now I have two uncorrelated trades G and C.

    In other words, I can use correlations as a decision factor in my trade decisions but that does not prevent me from putting on uncorrelated trades.
     
    #39     Sep 1, 2019
  10. themickey

    themickey

    What is the logic of uncorrelated trades?
    To hedge or diversify or other?
    Using uncorrelated, I would assume trading these would have a high degree of randomness - your thoughts?
     
    #40     Sep 1, 2019