Correlations to Monitor, First Week of July, 2013

Image

Short TBT against Long /ZB suggests itself.

Correlations:

The 10-year Note vs. 30-year Bond, .9932

The Russell vs. The Dow, .9851

Gold vs. Silver, .984

The Russell vs. The S and P’s, .9773

The Russell vs. The Nasdaq, .9433

The Nasdaq vs. 10-year notes, .9254

The Yen vs.10-year note, .9067

The Euro vs. The Yen, .8998

QQQ vs. AAPL, .7648

Gold vs. 10-year Note, .7427

Gold vs. Thirty-year bonds, .744

The 10-year note vs. TBT, -.9348

The Russell vs. VXX, -.944

The 30-year Bond vs. TBT, -.9569

The Dollar vs. The Euro, -.9938

Image

Taichung Park, Taichung, Taiwan– as depicted during the Japanese Colonial Period

This entry was posted in Uncategorized. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s