Saturday, August 27, 2011

Correlation Station

Ain't got no regrets
And I ain't losing track
Of which way I'm going
Ain't gonna double back
--Lou Gramm

Have been running across claims that the correlation among stocks has been declining.


Data suggest otherwise...

position in SPX

1 comment:

dgeorge12358 said...

SPY alone trades ~$40 billion daily