Correlator Insights

Correlator Insights

Macro market correlations

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Free

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Details

  • Released
  • Updated
  • June 3, 2026
  • June 3, 2026

Features

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About

Correlator is a statistical analysis tool for tracking macroeconomic trends. By processing decades of monthly observations, the app can surface the underlying relationships between vectors like sovereign economies, fiat currencies, and hard commodities for example. Core Capabilities: Correlation Matrix: Compute Pearson's r across all loaded series simultaneously. Scatter & Regression: Ordinary least-squares (OLS) plotting with R² and p-value extraction. Rolling & Lagged Analysis: Test the stability of relationships over time and identify leading indicators. Residual Diagnostics: Verify linear fit honesty by plotting the gap between observed values and regression predictions. Event Studies: Measure percentage changes across all series following 31 predefined historical shocks.
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What's New in Correlator Insights

1.00

June 3, 2026

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