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talld's  Instablog

My hobby is the stock market, and for that I have developed a custom software application. It once took over a week to do one days calculations and now I have it down to only 4.5 hours of calculations each day. I managed this improvement through multi-threading and refactoring. I use no other... More
  • Correlations to VXX (Not to the market but to VXX ) 0 comments
    Nov 10, 2009 11:02 PM | about stocks: VXX, SPY, IYR, XLY, XLF, UUP, AUY

    The following graph from my home developed software depicts the way that large funds synchronize their trading of VXX with UUP, SPY, XLY, AUY and IYR.   The graphs show correlations.  

    Rather amazing how it is as if one large computer program is doing all the trading.

    (What is depicted is each stocks correlation to the VXX across about six months of time.)  
    Only UUP is related, everything else is inversely related.  (Also, AUY may not technically be an ETF, but it seems to represent gold better than GLD does so I use it.


    Various ETFs compared to VXX (Notice how they trade almost as if one)


    Themes: Sector correlations Stocks: VXX, SPY, IYR, XLY, XLF, UUP, AUY
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