Rick Stine's Contact Details

Rick Stine's Company Details

Excalibur Pro Inc.

Princeton, NJ, US • 5 - 9 Employees
Financial Services

We have developed a web-based software tool that discovers correlation relationships between 47 different financial instruments, with a heavy emphasis on securities tied to markets related to macro-economics (FX, Rates and to a lesser extent, commodities). We look at 2,160 pairs each day and produce a correlation value for each that tells you how close the relationship is in trading between the instruments in the pairs. The tool is customizable and allows you to select your correlation calculation method. It gives historical data to help detect trends and trading opportunities. We display correlation value distributions for certain calculations, show how much movement there has been in pairs you follow and examine signals that may indicate when an instrument has moved from a bullish or bearish state. We placed heavy emphasis on visualizations to make it easy to detect trends and opportunities. The tool is ideal for traders at banks and hedge funds, for investors looking to hedge exposure and for portfolio managers trying to understand the correlation within a global macro portfolio.