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To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left. Select the model/report from the drop-down list and click 'Create'. Click on the 'Settings' button (gear icon) at the top right corner of the model to set up your model/report.
About
The Correlation Matrix displays a table showing the correlation coefficient(s) between products in the selected portfolio (the constituent assets in the portfolio are selected by the user in the Create Portfolio section). The Correlation Matrix can be used to summarise a large amount of data about the relationship between assets in the portfolio. Furthermore, the grids are colour-coded based on the correlation coefficient to enable the user to identify patterns more easily.
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In this portfolio of 4 assets, it can be seen that there is a strong negative correlation between SGX/CN and CBOT/W (r = -0.7405), and a somewhat positive correlation between ICEUS/CT and CBOT/W (r = 0.6455) as well as SGX/CN and COMEX/HG (r = 0.4971).
Functionality
Displayed below are some noteworthy user interactions you can find on this application.
Name | Description | Interaction |
|---|---|---|
| Table Cell Mouse-Over | Mouse-over the cell of the two compared assets, and the full product names as well as a more precise value of their correlation will be displayed.
| Mouse-over |
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