June 2nd, 2009 - 10:13 GMT Forex Carry Trade Correlation to CRB Index at Record Highs The 50-day correlation between Carry and the CRB now stands at an impressive 0.75; movements in the CRB can ‘explain’ 56.25% of those in the reference G10 Carry Trade index. We likewise note that the Read more
September 8th, 2008 - 07:42 GMT Forex Correlations Show Oil and Gold Outlook Key to US Dollar Forecast