Tag Archive for: Gold

Factor Update, June 11, 2017

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Factor Update, May 14, 2017

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Factor Update April 9, 2017

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Factor Update, March 12, 2017

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Factor Update, March 5, 2017

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Factor Update, February 26, 2017

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Gold Yen Ratio

Correlation of Japanese Yen with Gold

Gold Yen Correlation

Conventional wisdom has been abuzz lately about the Gold Yen Correlation. The two charts below are courtesy of my friend James Cutting of Nautilus Capital. Indeed, on the basis of a 63-day Gold Yen Correlation (I have no idea how James determines these time periods) there is presently a .85 correlation between the two markets. The second chart in this series shows that since 2013 there has been a fairly consistent correlation of at least .50 between the markets.   Yen Gold Correlation 2- Factor Trading - Peter Brandt Read More

Factor Update, February 12, 2017

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Mid Week Review — January 17, 2016

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Factor Update, December 29, 2016

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