Correlation

J

J-S

Hi - Can anyone help?

I'm looking for the best and quickest way to measure the degree of correlation between different markets.

Is there a specific indicator, or piece of software that will do this for me? I'm looking mainly at currencies and commodities & trading a trend following system.

thanks in advance

J-S
 
J-S - if you can get the beta of the applicable sector indices, you can then derive the intersector correlation.

Betas are usually computed compared to the S&P. Since the two betas have a common comparison, they can then be compared to each other.
 
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