US_SPX500 US_DOW30 EU_STOXX50 GB_FTSE100 DE_DAX30 JP_NIKKEI225 US_GOLD BTCUSD US_OILFUND CN_SHANGHAICOMP
US_SPX500 1.000000 0.962204 0.398935 0.300432 0.382373 0.211558 0.019577 0.090658 0.303448 0.098285
US_DOW30 0.962204 1.000000 0.419566 0.300113 0.398869 0.213571 0.017359 0.105801 0.302252 0.121197
EU_STOXX50 0.398935 0.419566 1.000000 0.828311 0.957683 0.368216 -0.070733 0.122970 0.319912 0.352110
GB_FTSE100 0.300432 0.300113 0.828311 1.000000 0.779465 0.337824 -0.010596 0.119320 0.381975 0.382745
DE_DAX30 0.382373 0.398869 0.957683 0.779465 1.000000 0.324302 -0.052308 0.110344 0.287567 0.337955
JP_NIKKEI225 0.211558 0.213571 0.368216 0.337824 0.324302 1.000000 -0.021643 -0.022931 0.165429 0.453394
US_GOLD 0.019577 0.017359 -0.070733 -0.010596 -0.052308 -0.021643 1.000000 -0.071881 0.169349 0.023426
BTCUSD 0.090658 0.105801 0.122970 0.119320 0.110344 -0.022931 -0.071881 1.000000 0.078688 0.070141
US_OILFUND 0.303448 0.302252 0.319912 0.381975 0.287567 0.165429 0.169349 0.078688 1.000000 0.207728
CN_SHANGHAICOMP 0.098285 0.121197 0.352110 0.382745 0.337955 0.453394 0.023426 0.070141 0.207728 1.000000
Calc date: 28/04/2019 14:13:15
Correlation Matrix