Sunday 17 February 2008

looking for uncorrelated trades

Me is contemplating potential trades for the following week. Astounded at the correlations between different asset classes that used to be uncorrelated or correlated loosely. Now, almost every trade I study is likely to be correlated with some position I have already. Me is contemplating exotic assets like rapeseed, carbon emissions or ISK.... Any ideas?

2 comments:

Charles Longfellow said...

Correlated markets I am not sure of, however..., do you recall the relationship attempt between women's skirt length and the direction of the market. Well..., there's a new clue as to which way is bottom up.
see:
www.tradingwellandliving.blogspot.com

david santos said...

Thanks for your posting and have a good day