Thursday, August 27, 2009

More Natural Gas

I got up this morning and I said to myself, "I think that there might be something interesting to be found in comparing natural gas and equity index correlations over different time periods."

So I looked into it:



When I get some more time I want to check for other periods of over 6 months that have negative correlation. I think that is a nice buying signal right there. Time will tell.

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