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http://www.assetcorrelation.com

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Wed Jul 23rd 02:14 AM | Rating: 0 0
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Targeting Low-Correlation Assets for a Portfolio

Agreed. Although I wonder how long the high correlation between the various geographies will persist. I have a hunch that there will be times in the future when developed international indices and, especially, emerging markets could diverge from the US S&P500. Also, it might be better to use a pure commodities index for the comparison rather than IGE which is dominated by large oil companies.

I took another look at the website I mentioned above and it appears that they are now using daily returns.
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