Pearson correlation
Symmetric matrix of Pearson r between pairs of symbols on aligned bar returns. Use it to see linear co-movement and clusters at a glance; the companion table lists pairs sorted by correlation strength.
Open correlation viewerPick a report below. Each viewer reads a JSON file from the same folder as this page.
Symmetric matrix of Pearson r between pairs of symbols on aligned bar returns. Use it to see linear co-movement and clusters at a glance; the companion table lists pairs sorted by correlation strength.
Open correlation viewerHow stable the ratio of two normalized close series is over time. Cells summarize spread statistics (median, variance, range); coloring highlights pairs with high ratio variance. Independent of the Pearson report.
Open ratio viewer