Correlation Monitor
Cross-asset correlation tracking with regime detection
Simulated Data
This module displays realistic mock data. Live feeds require: Polygon.io (historical bars), FRED (macro pairs)
Avg Correlation
0.10
Strongest Pair
SPX/NDX
+0.95%
Most Negative
VIX/SPX
-0.89%
Pairs Monitored
10
Window:
Regime:
Correlation Radar
Avg correlation intensity per asset
Top Pairs
Strongest correlation magnitudes
Regime Breakdown
Avg correlation by market regime
Risk-On
95
Normal
59
Rate Sensitive
55
Inflation Scare
42
Growth Scare
32
Decorrelating
12
Correlation Heatmap
20 Day Rolling
| CAD | CPI Expect | DXY | EUR/USD | Gold | NDX | Oil | SPX | US10Y | VIX | |
|---|---|---|---|---|---|---|---|---|---|---|
| CAD | 1.00 | 0.58 | ||||||||
| CPI Expect | 1.00 | 0.42 | ||||||||
| DXY | 1.00 | -0.68 | -0.45 | 0.55 | ||||||
| EUR/USD | 1.00 | 0.35 | ||||||||
| Gold | -0.68 | 0.35 | 1.00 | -0.12 | ||||||
| NDX | 1.00 | 0.95 | ||||||||
| Oil | 0.58 | 0.42 | 1.00 | |||||||
| SPX | -0.45 | -0.12 | 0.95 | 1.00 | 0.32 | -0.89 | ||||
| US10Y | 0.55 | 0.32 | 1.00 | |||||||
| VIX | -0.89 | 1.00 |
Pair Details
10 pairs
| Pair | 20D Corr | 60D Corr | Δ (60D→20D) | Regime |
|---|---|---|---|---|
| SPX / NDX | +0.95 | +0.92 | ↑ 0.03 | Risk-On |
| VIX / SPX | -0.89 | -0.85 | ↓ 0.04 | Normal |
| Gold / DXY | -0.68 | -0.72 | ↑ 0.04 | Normal |
| Oil / CAD | +0.58 | +0.62 | ↓ 0.04 | Normal |
| US10Y / DXY | +0.55 | +0.48 | ↑ 0.07 | Rate Sensitive |
| SPX / DXY | -0.45 | -0.38 | ↓ 0.07 | Normal |
| Oil / CPI Expect | +0.42 | +0.38 | ↑ 0.04 | Inflation Scare |
| EUR/USD / Gold | +0.35 | +0.28 | ↑ 0.07 | Normal |
| SPX / US10Y | +0.32 | +0.18 | ↑ 0.14 | Growth Scare |
| SPX / Gold | -0.12 | +0.05 | ↓ 0.17 | Decorrelating |