Top Ten Monthly Correlation Lists
A top ten list of markets that are in high or low correlation phases. Specifically, we rank the markets that are in high, low and total correlation phases versus other popular global futures markets. We also rank the markets based on recent crosses into high and low correlation phases.
As a starting point … traders should avoid markets that have excessively large numbers of high or low correlations with other markets; as they offer little in the way of added diversification. The key is to find markets with consistent near-zero correlations across a wide variety of markets. See our Correlation Volatility for more info.
Top Ten List Tabs: