Trader's Edge: Cross Correlation

  • 14 Feb 2020
  • Duration: 05:00
Join David Gibbs as he showcases CME’s Cross-Asset Correlation as a possible means to identify diversified products for risk managers. Understand why risk managers who are concerned with lofty equity index values may be interested in this tool. Using S&P 500 Index versus Japanese Yen futures as a working example, see how recent market activity has driven these products to a recent low negative correlation level.