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At 0 lag this is true, this just means what happened today in
the OEX is strongly anti-correlated with what happened in the VIX,
and I don't think you can take advantage of that for forecasting.
What happens to the correlation at non-zero lags?
ronmac17 wrote:
>If you run a Peason Corelation on the Log changes of the OEX and Vix
>daily close you will a product moment correlation coefficient of
> -0.859301552284391
>
>This looks meaningful to me.
>
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