US_SPX500 US_DOW30 EU_STOXX50 GB_FTSE100 DE_DAX30 JP_NIKKEI225 US_GOLD BTCUSD US_OILFUND CN_SHANGHAICOMP
US_SPX500 1.000000 0.962928 0.402735 0.302686 0.385318 0.213366 0.024094 0.092757 0.307826 0.110292
US_DOW30 0.962928 1.000000 0.420434 0.301567 0.397948 0.215809 0.021479 0.111060 0.307402 0.126386
EU_STOXX50 0.402735 0.420434 1.000000 0.833122 0.957828 0.375885 -0.071219 0.124641 0.324769 0.356741
GB_FTSE100 0.302686 0.301567 0.833122 1.000000 0.786518 0.342805 -0.011150 0.116175 0.376184 0.387164
DE_DAX30 0.385318 0.397948 0.957828 0.786518 1.000000 0.335599 -0.052894 0.111972 0.294316 0.343768
JP_NIKKEI225 0.213366 0.215809 0.375885 0.342805 0.335599 1.000000 -0.013846 -0.015410 0.167875 0.465219
US_GOLD 0.024094 0.021479 -0.071219 -0.011150 -0.052894 -0.013846 1.000000 -0.056144 0.194253 0.036569
BTCUSD 0.092757 0.111060 0.124641 0.116175 0.111972 -0.015410 -0.056144 1.000000 0.080033 0.075511
US_OILFUND 0.307826 0.307402 0.324769 0.376184 0.294316 0.167875 0.194253 0.080033 1.000000 0.217880
CN_SHANGHAICOMP 0.110292 0.126386 0.356741 0.387164 0.343768 0.465219 0.036569 0.075511 0.217880 1.000000
Calc date: 17/04/2019 17:57:25
Correlation Matrix