XJO 0.34% 8,072.5 s&p/asx 200

EURUSD futures, oil, gold. There are others but those are...

  1. 5,311 Posts.
    EURUSD futures, oil, gold. There are others but those are behaving well lately. Aussie dollar behaves ok too but has a little more overlap. I'm looking into ways to measure overlap, but still scratching my head a little. I would love some solid statistics to give me an idea on the probability of an overlap in any given market. Trying to write an indicator that will give me a percentage value based on recent market action.

    Digging around in some old mathematics textbooks from uni and I remember why I hated the mathematics lectures. I don't care about proving stuff, give me maths I can apply in the real world!!!

    Just realized I'm starting to sound like a quant lol.
 
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