I have spent far too long making a page to look at correlations between markets. Tradestation has proved to be very shaky here — I can only really get it to work by making a multi-data chart, and these turn out to be extremely slow once you have added more than a couple of data series. Also, the thing only works with weekly data — which is good enough, but I would like at least to look at the daily data to see if it is useful.

Anyway, here is a screenshot: