An experiment in Delta None

Just as correlation does not imply causation, this post should not imply usefulness. Consider it a bit of light frippery at the end of a rather challenging week for symmetrical trading.

Here’s how it works. We’ve drawn the graphs of a few securities into Google Correlate, which finds search terms whose popularity matches the given trend over time. It is, in short, an automatic logical fallacy generator.

For example, the S&P 500 since 2003 correlates best to searches for “Asian diner”.

Gold, perhaps unsurprisingly, is an excellent match for “hot girl”.

Gold correlation

The CBOT’s Market Volatility Index, the Vix, is a proxy for interest in “Lil’ Kim download”.

Vix correlation

And with some poignancy, the euro-dollar cross correlates with “it will be alright”.

Euro/dollar correlation

While only an idiot would take such data as any kind of guide to the future, it would be remiss of us not to note that Lil’ Kim has promised a new album before the end of the year.

Related links:
Trading the correlation bubble – FT Alphaville
Googling the British economy – FT Alphaville

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