MRCI Correlation Help

[TheDude 10]

Hi,

 

Does anyone else here subscribe to MRCI? If so, do you understand how to use their correlation analysis tool? Perhaps you can explain it to me? I tried asking MRCI, but just got a link to their web description which doesnt help as I had already read the description.

 

I kind of assume, that it's saying the market is acting as it did in the same month last year with 90% correlation, suggesting the following month should have a high correlation to the same time last year.

 

I've attached a PDF of their correlation chart of the current Euro/USD futures contract to throw some more light on this.... Any help appreciated as I'm sure it's a useful tool to incorporate with for example seasonal analysis or any type of position trade, I'm just not sure how!!

 

The Dude.

euc.pdf

[fajim2004 10]

I really think that you really need to research past issues from MRCI. Just because a computer through backtesting came up with these 9 out of 10 and 10 out 10 wonderful

trades that they are not very good at predicting what will happen in the future. Computer optimizing back data as its finest,,,,,,,,,,,

[TheDude 10]

I really think that you really need to research past issues from MRCI. Just because a computer through backtesting came up with these 9 out of 10 and 10 out 10 wonderful

trades that they are not very good at predicting what will happen in the future. Computer optimizing back data as its finest,,,,,,,,,,,

 

 

I agree. I just wanted to know how to interpret the damn data!!!