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We can go by standard terms. Correlation can go from -1 to +1. In my example, on the daily C is let's say +0.40 but on the weekly -0.72. I did define the periodicity. Periodicity1= Daily C=+0.40 Periodicity2= Weekly. C=-0.72

But how is it possible? Let's say on daily we have a strong negative correlation. Let's take gold and SP for example. So gold drops every day. Then SP should rise every day. So that's 7 days. A week. So after 7 days of gold dropping SP should be up. But let's say the weekly correlation is...

It's really weird how correlation between the same two instruments can be positive on one timeframe and negative on another. For example daily can be negative and weekly can be positive. Total WTF.

so where do your orders go?

OK, bro, you're next. Futures brokers will be commission free soon too. If stock guys can make enough off orderflow so can you.

I respect Cramer and his trading ability. He's proven it despite underperformance after 2008. Let's see your 30 year record. Those who expect to monkey his picks and absolutely crush don't understand how the world works.

dude don't be lazy. read the wikipedia on him. 1. his hedge fund crushed. 2. he outperformed index before 2008. 3. he underperformed index after 2008 but still made money.

hmmmmm

is this merely a reaction to business model switch or could this be interpreted as the top of Levered (levered to historic levels currently) Retail trading which signals a market top?

I think you're talking about something else. My question is different. I think South Africa will be Zimbabwe but on a much bigger scale. Now, I want to monetize this by betting against the rand. And... I don't want to get fucked if the Brits do something stupid and GBP goes down and GBP/ZAR...

That's the point of a basket or an index - to filter out the single security's local issues.

sadly, best reply so far.

swing and miss

just thinking out loud

So in other words certain equity sectors have a low beta.

Hard to disagree with any of the above. Do you find it hard to find markets with correlation close to 0? Basically something in the -10 to +10 range.

USD/JPY and live cattle futures for example.

Err no. There are some with correlation under between -10 and +10 but not many.

Thank you for deep insight. Do you publish any proprietary research I can subscribe to?