Correlations Analysis
Correlation Analytics
Key Observations
- YLD is most correlated with $GSPC (r = 0.72, β = 0.25), the closest co-mover in this set — it explains about 51% of YLD daily moves (R² = 0.51).
- $N225 is effectively uncorrelated (r = 0.00), the best diversifier against YLD here.
- Across the set (all Equity Indices), average correlation to YLD is 0.26.
- Correlation to $BVSP is falling (3M r = 0.15 vs 1Y 0.39) — they have been decoupling lately.
- Overall linkage is moderate (avg |r| = 0.26 across 19 instruments).
- Versus $GSPC, rank (Spearman ρ = 0.56) and linear (Pearson r = 0.72) correlation diverge — the link is nonlinear or driven by a few outliers, so treat the linear β with caution.
- YLD and $GSPC move contemporaneously (correlation is strongest same-day) — no usable lead-lag timing within ±3 days.
- Correlation to $GSPC tightens under stress: r = 0.56 in calm markets (low VIX) vs r = 0.82 in high-volatility regimes — diversification weakens exactly when you need it.
| Symbol | Name | 1M | 3M | 6M | 1Y | Trend | β | R² |
|---|---|---|---|---|---|---|---|---|
| $GSPC | S&P 500 | 0.66 | 0.52 | 0.69 | 0.67 | ▼ | 0.25 | 0.51 |
| $DJI | Dow Jones Industrial Average | 0.64 | 0.44 | 0.63 | 0.61 | ▼ | 0.25 | 0.45 |
| $NDX | Nasdaq 100 | 0.48 | 0.48 | 0.59 | 0.60 | ▼ | 0.17 | 0.42 |
| Upgrade to PRO plan! to see all 19 instruments and every window. | ||||||||
Ask the market a question. Get a calculated answer.
The AI is not a chatbot bolted onto a document store. It calls the same analytics engine that powers every screen on this platform — so what comes back is a number it computed from raw history, with the command that produced it.
86,000+ instruments
Global equities, ETFs, funds, options, FX, commodities, crypto, economics, filings, transcripts and news — one normalised symbol universe with adjusted history.
A real analytics engine
Screening, backtesting, technicals, options analytics, correlations, seasonality and factor models — computed on demand from raw prices, never a stale cache.
It shows its working
Answers arrive with the charts, tables and tool calls behind them, so you can check the number instead of trusting a paraphrase.
Your own documents
Upload filings, decks and research. Ask across them and the answer cites the page it came from.
Agents and workflows
Multi-step research that runs the platform's tools for you — screen, pull the history, compute, compare, then write it up.
MCP, CLI and API
The same command catalogue from Claude, your own agent, a shell or your pipeline. The answer on screen is the answer your job gets at 4am.
You ask
“How does NVDA usually trade through earnings?”
It calls
→ ka.options_expected_move(NVDA)
It answers
NVDA has averaged a 9.2% absolute move on the day after earnings and closed higher 67% of the time. Two in three reactions land between −4.2% and +16.3% — the distribution is skewed right, not symmetric.
Every figure computed live from our own history — not scraped, not summarised.
Or start with