Correlated futures pairs

[isaac000]

Besides the below list, what are the most correlated futures pairs with decent volume and trend?

Crude Oil / Natural Gas
Soybeans / Soybean Meal
Live Cattle / Feeder Cattle
Dollar Index / CHF or EUR (negative correlation)
S&P500 / NASDAQ100

 

[SethArb]

gold / silver is another example

ps I do not think crude / nat gas is so highly correlated

as crude / heating oil

 

[isaac000]

Thanks. Is there a correration table for futures? i remember i have seen one for FX.

 

[rosy2]

grains, world interest rates, world stock indexes, energies

 

[rosy2]

www.mrci.com

 

[artis74]

There IS zero correlation between "Crude Oil / Natural Gas"

Many a trader and a firm has been crushed on this spread. I can attest to this first hand. This psuedo spread holds it relationship until a six sima event occurs like a hurricane and it explodes/implodes.

Soymeal, Soyoil and soybeans are directly related like crude,gasoling and heating oil. Comparing them to natty.crude is erroneous.

 

[isaac000]

Thanks. How about Hog/Bellies? ...and FeederCattle/LiveCattle?

Which instrument has best correlation with Eurodollars?

 

[artis74]

I have no clue and virtualy every financial instrument can be spread against euros

 

[SethArb]

the DEC issue of TASC has a review of a company

that for a fee claims to have everything you are looking for

good luck

 

[JimmyJam]

Quote from SethArb:

the DEC issue of TASC has a review of a company

that for a fee claims to have everything you are looking for

good luck

Just providing info.

Commodity Systems, Inc.
http://www.csidata.com