Correlation analysis · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph4

How the method is built, and where it has been read

Depends on

Often reviewed together

Chi-square test4 readings

Often reviewed together

Diversification5 readings

Often reviewed together

Linear regression8 readings

Often reviewed together

Intermarket analysis22 readings

Read in the archive24 of 71 readings

1988Building consensus indicators with correlation and the chi-square testStatistical tests 1988Constructing a lead-aware correlation coefficientStatistical tests 1988Relative strength spreads against a commodity indexIntermarket and spreads 1989A precious-metal price as a changing intermarket equationIntermarket and spreads 1990Stress-testing a futures sleeve across equity regimesPortfolio construction 1990Sign-cell correlation, chi-square checks, and lag shiftsStatistical tests 1990Chi-square evaluation of lagged breadth correlationsStatistical tests 1990Two clocks for copper: a factor regime, a regression baseline, and leftover moving-average timingTime series and forecasting 1990Earnings yield, rate correlation and regression for equity valueTime series and forecasting 1991Name the window, then combine leadersTime series and forecasting 1991Pairwise return covariance as a construction gatePortfolio construction 1991Constructing a commodity-bond correlation regime filterIntermarket and spreads 1991Constructing a two-market linear correlation checkIntermarket and spreads 1992Building intermarket context with linear correlationIntermarket and spreads 1992Gold, the dollar, and a foreign-currency proxyIntermarket and spreads 1992Real bond yields as a deficit-share regimeIntermarket and spreads 1993Inverse-scale overlays as a gold-equity regime filterIntermarket and spreads 1994Constructing seasonal slots from windows, analog years, and implied volatilitySeasonality and regimes 1995Collapse correlated inputs via a joint-state chi-square sequenceStatistical tests 1995Rolling correlation windows for shifting intermarket regimesIntermarket and spreads 1995Pin one reference close and roll companion correlations as an overlayIntermarket and spreads 1995Market z-score residuals for style pair constructionPortfolio construction 1996Evaluating a multi-market book without picking winnersPortfolio construction 1996A price-weighted technology index as a hedge and sector proxyIntermarket and spreads

This registry entry describes a research method. It is not investment advice and does not make a performance claim.