US_SPX500 US_DOW30 EU_STOXX50 GB_FTSE100 DE_DAX30 JP_NIKKEI225 US_GOLD BTCUSD US_OILFUND CN_SHANGHAICOMP
US_SPX500 1.000000 0.958594 0.417320 0.322143 0.399270 0.251081 0.008850 -0.047100 0.299974 0.152622
US_DOW30 0.958594 1.000000 0.445814 0.327532 0.422963 0.261599 0.008518 -0.038645 0.302865 0.188516
EU_STOXX50 0.417320 0.445814 1.000000 0.824163 0.953695 0.362379 -0.100525 0.075354 0.341593 0.381571
GB_FTSE100 0.322143 0.327532 0.824163 1.000000 0.774449 0.317405 -0.025521 0.092034 0.408325 0.402736
DE_DAX30 0.399270 0.422963 0.953695 0.774449 1.000000 0.325598 -0.081549 0.082407 0.306534 0.354799
JP_NIKKEI225 0.251081 0.261599 0.362379 0.317405 0.325598 1.000000 -0.054659 -0.051692 0.162983 0.465194
US_GOLD 0.008850 0.008518 -0.100525 -0.025521 -0.081549 -0.054659 1.000000 -0.024664 0.154659 0.009358
BTCUSD -0.047100 -0.038645 0.075354 0.092034 0.082407 -0.051692 -0.024664 1.000000 0.049170 0.051523
US_OILFUND 0.299974 0.302865 0.341593 0.408325 0.306534 0.162983 0.154659 0.049170 1.000000 0.218493
CN_SHANGHAICOMP 0.152622 0.188516 0.381571 0.402736 0.354799 0.465194 0.009358 0.051523 0.218493 1.000000
Calc date: 15/07/2019 09:50:31
Correlation Matrix