cqg.Correl.TY (CorrTY)

This custom study is the correlation between the active instrument and 10-year Treasury Notes (Combined) Futures over a user specified period. It is available on the Add Studies window, on the Custom Studies window (Formula Builder), and in the Toolbox.

Formula of curve:

Correlation(@,F.TYAA,Period)

Setup parameters:

•      Display

•      OB/OS

•      Period: The period used for the calculations of correlation.