The Correlator
Upload OHLCV CSV files and instantly analyze return correlations between multiple instruments.
All processing is done in your browser — no data is uploaded to any server.
Step 1: Upload OHLCV Data
Drag & drop CSV files here, or click to browse
Upload 2 or more OHLCV CSV files (Date, Time, Open, High, Low, Close, Volume)
Loading and parsing CSV files...
What CSV format is required?
CSV files must include a header row with at least these three columns: Date, Time, and Close. All other columns are optional and the column order does not matter.
Date,Time,Open,High,Low,Close,Volume
01/02/2020,09:35,3876.25,3879.50,3875.00,3877.75,51902
Supported date formats: MM/DD/YYYY, M/D/YYYY, or YYYY-MM-DD
Supported time formats: HH:MM or H:MM (24-hour)
NinjaTrader 8 exports and the Aeromir Data Exporter produce compatible files.
Step 2: Calculate Correlations
Correlation Matrix (Bar-to-Bar % Returns)
Year-by-Year Correlation
Rolling Correlation Over Time
Based on ~78 RTH bars per day (5-min). Shorter windows show more detail but more noise.
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from Feb 2026