/biz/ - Business & Finance

Alright nerds, I modeled data from 2000 to today which includes the 10-2 bonds, silver, gold, SPX, DXY, oil, VIX, and a few ratios. I did not detrend the data, I'm just looking at raw values, and this is probably wrong.
Anything in green tends to have a strong correlation; in this case it's the 10 and 2 year bonds, and silver and gold. Interestingly, gold tends to inverse the 10 year treasury.
What I think is neat is that the SPX:OIL ratio tends to trend around the 25-50 range.

I attached a bunch of useless metrics on the bottom as well. In particular, I looked at the 50 and 200 day MA and the 50/200 stoch process to turn them all into ratios. The SPX:OIL ratio is falling which means long USO short SPY might be a valid play, but they are spuriously correlated; most of that looks like it was from oil's recent rally.