S and P versus euro usd correlation

Thread starter oildaytrader
Start date Aug 30, 2010
Watchers 1

oildaytrader

Senior member

Aug 30, 2010

#1

Why and how does the correlation breakown?

http://www.thegeekknows.com/2010/03/correlation-report-eurusd-s-500-mar-10.html

http://www.thegeekknows.com/2010/01/correlation-report-eurusd-s-500-oct-dec.html

http://www.askpips.com/technical-analysis/question/is-there-a-correlation-with-eur-usd-and-s-p-500

Martinghoul

Senior member

Aug 30, 2010

#2

There's a multi-collinearity problem here that makes the correlation specious...

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