correlation between equities and futures using overspread

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  • olufemig
    Member

    • Feb 2023
    • 45
    #1

    correlation between equities and futures using overspread

    hello,

    is it possible to use overspread to determine correlations between equities eg AAPL and futures eg MES/ES ?

    Thanks
    Tag: Nessuno
    • Cagalli Tiziano
      Senior Member
      • Dec 2007
      • 11252
      #2
      Originariamente Scritto da olufemig
      hello,

      is it possible to use overspread to determine correlations between equities eg AAPL and futures eg MES/ES ?

      Thanks
      The Overspread does not work by looking for correlation but by looking for cointegration. That is the opposite.
      ..se corri dietro a due lepri, non ne prendi nemmeno una.

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