Lab · Real data

Correlation Lab

Choose two indicators. I compute correlation on their overlapping days and show a meaningful time lag if one exists.

First indicator

Second indicator

Choose two indicators.

How this is calculated

Series are compared only on overlapping dates; daily returns for prices and daily differences for rates. Pearson correlation is used; a time lag is reported only when it is stronger than zero lag, and below 60 shared days we refuse to answer. Co-movement is not cause and effect.