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记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
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期货市场相关系数矩阵 (最近一年)

(2009-04-21 18:24:06) 下一个

 YMNQESZBAUDCADEURGBPJPYCLHONGGCSIHGZCZLZMZSZW
YM1.000.971.000.750.940.970.900.960.800.900.890.900.270.760.940.870.930.530.840.90
NQ0.971.000.980.780.960.960.910.950.880.930.920.880.310.780.960.910.940.660.900.87
ES1.000.981.000.770.950.980.910.970.840.920.910.910.280.780.950.900.950.590.870.90
ZB0.750.780.771.000.730.770.630.820.850.840.830.780.110.580.780.760.770.480.720.67
AUD0.940.960.950.731.000.970.970.950.850.920.920.910.460.880.980.940.980.710.940.89
CAD0.970.960.980.770.971.000.930.980.840.920.910.900.410.830.940.900.960.620.900.92
EUR0.900.910.910.630.970.931.000.920.750.900.900.890.490.850.930.910.930.650.880.86
GBP0.960.950.970.820.950.980.921.000.860.940.930.920.350.810.940.900.960.580.880.91
JPY0.800.880.840.850.850.840.750.861.000.860.840.760.270.690.850.830.840.650.830.73
CL0.900.930.920.840.920.920.900.940.861.001.000.940.230.710.930.960.930.670.900.80
HO0.890.920.910.830.920.910.900.930.841.001.000.950.240.720.940.960.930.680.910.78
NG0.900.880.910.780.910.900.890.920.760.940.951.000.280.770.950.950.940.620.880.82
GC0.270.310.280.110.460.410.490.350.270.230.240.281.000.770.410.330.450.390.430.47
SI0.760.780.780.580.880.830.850.810.690.710.720.770.771.000.860.770.880.620.820.86
HG0.940.960.950.780.980.940.930.940.850.930.940.950.410.861.000.950.980.670.920.88
ZC0.870.910.900.760.940.900.910.900.830.960.960.950.330.770.951.000.950.770.950.82
ZL0.930.940.950.770.980.960.930.960.840.930.930.940.450.880.980.951.000.720.960.92
ZM0.530.660.590.480.710.620.650.580.650.670.680.620.390.620.670.770.721.000.890.57
ZS0.840.900.870.720.940.900.880.880.830.900.910.880.430.820.920.950.960.891.000.84
ZW0.900.870.900.670.890.920.860.910.730.800.780.820.470.860.880.820.920.570.841.00

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xltcom001 回复 悄悄话 以上是2008年的?
可以贴一下2009/2010年的吗 ? 谢谢
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