3.10 Correlations

Spread Correlation

Market GroupLeverageMax Position SizeCorrelation
BCH1001200.70
502500.85
255000.90
101,8000.90
53,7000.90
24,6000.90
16,0000.90
BTC100700.70
501800.85
202500.90
104000.90
55000.90
28000.90
11,0000.90
BTCRate101000.70
82000.70
55000.70
41,0000.70
22,0000.70
ETH1005000.70
508000.85
201,0000.90
101,5000.90
52,0000.90
22,5000.90
13,0000.90

 

Cross Market Correlation

Cross 3.10 Correlations

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