Archive | March 12, 2012

The S&P 500 / Aussie Correlation & Fractal Geometry

The S&P 500 and the Australian Dollar have a strong positive correlation because they are both widely held and heavily traded asset class markets. Not only do they often move in lock-step on the higher time frame weekly and daily charts – see figure 1—but true to the fractal nature of markets they also hold [...]

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