Correlation Nation: What Causes Unprecedented Market & Asset Class Correlation?

By Barry Ritholtz - January 26th, 2012, 7:16AM

I am the keynote speaker today at the Dow Jones event: Correlation Nation: What happens when all markets and asset classes are in correlation?

As markets trade on headline risk versus pure fundamentals, finding a winner is more challenging than ever before. Kelly Evans hosts a panel discussion afterwards, with a reception to follow.

NOTE: You need to register for the event to attend.

To register, sign up here:

PERMALINK
Category: Markets, Quantitative.

Comments

Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data, ability to repeat discredited memes, and lack of respect for scientific knowledge. Also, be sure to create straw men and argue against things I have neither said nor even implied. Any irrelevancies you can mention will also be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

2 Responses to “Correlation Nation: What Causes Unprecedented Market & Asset Class Correlation?”

Average Correlation of S&P 500 (1986-2012) | The Big Picture Says:
January 26th, 2012 at 11:36 am
[...] A preview of this afternoon’s discussion on correlation: [...]
Correlation Nation Presentation | The Big Picture Says:
January 27th, 2012 at 8:24 am
[...] always, here is yesterday’s presentation for the Dow Jones Expert series. All of these charts have been on the blog before; the newest correlation slides are towards the [...]

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