Correlating into the Future

Optuma Forums Optuma General Discussion Correlating into the Future

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    Mandeep
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    Hi guys,

    I’ve been exploring using the bond price to predict the SPX500 or even the Japan225 as a lead – (drawing inspiration from Tom McCullen and US Broker VantagePoint’s propriety MA pushed out 3 to 5 days as a forward view using this type of analysis).  

    Seeking Advice / Help  – I’ve been experimenting with the Optuma correlation tool between assets to see if there is a r/ship in the past with one asset to another.  And then push this out x days as a forecast.  

    Is there any way to scan a list of pre-determined assets and then see if a period of asset A history correlates highly with the recent price of asset B.  Then I can offset asset A out by x days as a forecast for Asset B.

    Thanks in advance

    Mandeep

     

     

     

     

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