Rolling Correlations
Pick a base instrument (e.g. UUP for the dollar, SPY for the market, ^TNX for the 10-year yield) and a basket of comparison tickers. Each line shows the trailing n-day rolling correlation between the base and that ticker on log daily returns — or, on the 1d window, the sign agreement of that day's returns (did the pair move together that session?), because a one-session correlation does not exist. The table snapshots every timeframe so regime shifts (a long-stable relationship flipping sign or breaking down) jump out, and clicking a timeframe header sorts by it.
Presets:
Base ticker
Any yfinance-resolvable symbol. Try
UUP, SPY, ^TNX, GLD, ^VIX.Window
Rolling correlation over the trailing 15 sessions.
Chart lookback
Comparison tickers (7/12)
Computing rolling correlation for 7 pairs…
How to read it. Correlation is bounded in
[-1, +1]. Above +0.6 (shaded) means the two move almost in lockstep on that window; below -0.6 means reliable inverse. The signal is in the change: when a long-stable relationship breaks, that is usually a more important macro tell than the level itself. The 3M Δ column highlights pairs that have moved most over the last quarter. Click any column header to sort by that timeframe (default: the latest reading, strongest first); ⊙ Solo isolates one pair.