Reverse trend correlation?

Discussion in 'Trading' started by qlai, Feb 2, 2019.

  1. qlai

    qlai

    Are there assets which are by their very nature behave in the opposite way as far as trendiness is concerned?

    So I am looking for two asset classes where if one is trending, the other is expected to be non-trending. This relationship doesn't have to be perfect/strong, but generally speaking.

    What is the proper scientific word for this kind of relationship?
     
  2. Robert Morse

    Robert Morse Sponsor

    Inversely correlated.
     
    tommcginnis likes this.
  3. Robert Morse

    Robert Morse Sponsor

    VIX and SPX have an inverse correlation.
    I've heard GLD vs USD - but have never reviewed the data.
     
    tommcginnis likes this.
  4. What else,Boby?Bring it on!
     
  5. qlai

    qlai

    No, not inverse correlation. That's when X goes up, Y goes down.

    I'm looking for - When X moves, Y stays flat. Once X starts flattening out, Y starts moving/trending.

    Like when I stop moving, my weight goes up, but when I start moving my weight stays the same.
     
    tommcginnis likes this.
  6. Robert Morse

    Robert Morse Sponsor

    Whisky and good decisions.
     
  7. MrMuppet

    MrMuppet


    erm...you mean not correlated?? Like in: correlation is zero? When Y goes up, whatever X does is random?
     
  8. tiddlywinks

    tiddlywinks

  9. qlai

    qlai

    Is my question so idiotic that people are confused by it!? :). Not random. There is a relationship ... X moving up or down causes Y to flatten out (pinned). But if X starts flattening out, Y starts moving (towards or away from) and vice versa. It doesn't matter which is driving which. This is my proprietary charting platform in case you wandering.

    upload_2019-2-2_22-23-37.png
     
    tommcginnis likes this.
  10. yg10

    yg10

    I do not think that correlation is applicable in this case. Correlation coefficient is equal to 1 (-1) when there is Y is a linear function of X. We can say monotonic instead of linear when using Spearman rank correlation.
    Probably other methods should be used here.
     
    #10     Feb 3, 2019