The Correlation Game
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The Correlation Game
Owner: JohnLast
Group members: 6
This group is about Correlation. It would be nice to gather in one place the tools we have about correlation and correlation trading. Some correlations are more stable than others, it may be worth to track was actually is going on on the correlation arena. I mean understanding correlation is not a holy grail, but understanding the basic principles allow to avoid some mistakes and allow a better understanding of the the relations in the markets. There are some voices that today there is one global market, and everything is related with everything. The question is. Understanding correlations will it allow you to increase the profitability in your trading?
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Spearman and Pearson correlation - New result
By jaguar1637 4011 days agoSpearman and Pearson correlation - New resultBest correlation from indicators to the price
By jaguar1637 4128 days ago Comments (6)Best correlation from indicators to the priceCorrelation or Cointegration?
By guandi 4418 days ago Comments (22)just a thought, is correlation enough or we should look for conintegration?
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Neural Network Pair Trading
By JohnLast 4387 days agowww.traders.com - Neural Network Pair Trading is a market neutral strategy. In this article you will see a something very rare, a concrete recepee for building a pair trading strategy using a neural net software, Neuroshell. This is very interesting article because...FX Correlator
By JohnLast 4419 days ago Comments (11)fxcorrelator.com - I have some ideas how we can improve the Fx correlator. I means it is possible to smooth the data. This is a nice video. In 16 minutes you would get some basic understanding.
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Here are some "successful" tests on 4 h time frame of the FXCorrelator EA
By JohnLast 4413 days ago Comments (3)Here are some tests on 4 h time frame. The idea is to use higher time frame where reall relations could materialize and to use more smoothing to cut the noise. It is just test results anyway. In 2011 it works on 2 years of...FX Correlator EA
By JohnLast 4413 days agoОт 08 ноември 2011 This morning I did some experiments with the FXCORRELATOR. I made a custom mod the idea is: BUY EUR/USD when globally the Euro is stronger than USD SELL EUR/USD when globally the USD is stronger than...FX Correlator with JJMA smoothing
By JohnLast 4418 days ago Comments (1)This is a mod for FXCorrelator with jurik type of smoothing by JJMA. Maybe you can like it. Of course you need all the JJMA libraries and files installed. The second shot concerns th situation when we compare...Peorson's Correlation Indicator on SSA end - pointed
By JohnLast 4419 days agoОт 02 ноември 2011 This is somewhat a special mod. I want to know the correlation but I want to know the correlation filtering the noise. The Singular Spectrum Analysis is a valuable tool extracting relevant information. However for...
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- jaguar1637 commented on the blog Actual correlation between S&P 500 and Eur/Usd
- Raj Svrinisan commented on the file FX Correlator with JJMA smoothing
- jaguar1637 commented on the blog Spearman and Pearson correlation - New result
- jaguar1637 commented on the blog Spearman and Pearson correlation - New result
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