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Enron Mail |
Dear all,
I have completed the cross-correlation study for the seven metals we have data for - will complete for gold, silver and cocoa. I have also attached the spreadsheet. Correlations based on log-returns, 21, 42 or 63 business days for either front month only or average of entire futures curve - please see data below or drill into spreadsheet. We can choose the most appropriate time-bucket and whether to use front month or "average of curve" data. Regards, Anjam x35383 SPREADSHEET:
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