Makes perfect sense, thanks for your reply Ninety47.

Fail Better

I have a suggestion ninety47, how about weekly and monthly timeframes too for the correlation matrix? Could you give us a brief overview of how you utilise this tool within your own trading? cheers SM

Fail Better

Good man, perfect, thanks ninety47, good luck with your trading (luck doesn't come into trading though as some one much wiser than me once said!)

Fail Better

Nice work 9047, correlation in relation to indices and commodities would also be great if possible?

Fail Better