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Correlation of Changes in Spot and Futures Prices in Financial Formulas
Correlation of Changes in Spot and Futures Prices is the linear relationship between the movements of spot prices and corresponding futures prices. And is denoted by ρ
s/f
.
Financial formulas that make use of Correlation of Changes in Spot and Futures Prices
f
x
Optimal Hedge Ratio
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FAQ
What is the Correlation of Changes in Spot and Futures Prices?
Correlation of Changes in Spot and Futures Prices is the linear relationship between the movements of spot prices and corresponding futures prices.
Can the Correlation of Changes in Spot and Futures Prices be negative?
{YesorNo}, the Correlation of Changes in Spot and Futures Prices, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.
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