Looking for Correlation that doesn’t Equal One

• Posted by Greg Harmon
• on September 9th, 2011

I had another quick chat with Matt Davio (@MissTrade on twitter) today about baseball, college football, the current trend and high correlations between markets, Gold ($GLD) and Treasuries ($TLT), an interesting twist in the US Dollar Index ($UUP) and searching for non correlated assets to create alpha. Listen for the trade execution at about 3:30 into it. Was $SPY weekly 115 puts, sold at 3:20 for a double. Multitasking! You can watch below.

As always you can see details of individual charts and more on my StockTwits feed and on chartly.)

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