Master Correlation Table

2024년 1월 18일

This indicator features macroeconomic correlation from 4 areas: Stock Indices, Bond Yields, Currency Indices and Commodities.

Assets used in this Correlation Table are split into two kinds:
- Large Economies: Stock Indices, Bond Yields and Currency Indices from 3 largest economies in the world (US, China, EU) are always included in the Average Implied Trend calculation.
- Strong/Weak: Assets that don't belong to previous kind and all commodities, these are filtered based on their current correlation strength, if their strength is weaker than the average they are not included in the Average Implied Trend calculation.

Values for correlation strength filter were determined from personal research and are set as default in code, they can be customized or fully removed (set to 0).

This Correlation Table only includes major Commodities and Stock Indices, Bond Yields, Currency Indices from Top 10 countries ranked by GDP that also have impact in the world.

All the tickers used are fully customizable along with the table colors to the user's liking.

Credits to IkkeOmar for the Normalized Kama Oscillator
Credits to Mukuro-Hoshimiya for core codes of this indicator

2024년 1월 21일

릴리즈 노트

Automated the filter process and added option to choose your own filter values.

2024년 1월 22일

릴리즈 노트

Fixed filter error with commodities