Correlation Future vs Futures (CME)

[johnchandler32]

Hi,

Is anyone aware of a software or a website that allow you to check the correlation between two futures. I have came across a lot of website and charts of ETF vs Futures or Stocks correlations.


I am very interested in any Correlation between CME Futures.


Thanks in Advance,

JC

 

[rosy2]

excel, any programming language, cqg, multicharts, etc

 

[yshterk]

CQG can do it. Or if you are into highly statistical correlation analysys you can try CQG + MatLab.

 

[Steven.Davis]

There have been several websites mentioned in the pair trading thread:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253

Free:
http://www.catalystcorner.com/index.php?m=pair_tool
http://www.impactopia.com/
http://www.sectorspdr.com/correlation/

Not free:
http://www.pairtradefinder.com/
http://www.csidata.com/ (In Windows App)

I took my site offline due to lack of response.

Probably better off looking for cointegration, though.