You can find the needed header parameter in the Request Header panel of the recorded request. To configure the rule to try to correlate all parameters of the header, specify the full header name with a trailing slash. 

If the Attributes parameter uses subexpressions, LoadComplete extracts the needed data from the Expression parameter.

The importance of correlation 

Equity Correlation Trading Silverio Foresi and Adrien Vesval Goldman Sachs NYU, April Outline • Equity Correlation: Definitions, Products and Trade Structures • Rationale: Evidence and Models average pairwise Implied Correlation (= IC) embedded in option prices by the market.

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Other Cboe Volatility Strategy Benchmarks 

The Index is a synthetic dispersion trade. In a structure that is bullish on correlation, long positions in call options on a basket of index components are hedged with short positions in .

Correlation trading. In finance, correlation trading is a strategy in which the investor gets exposure to the average correlation of an index. We've spoke and taught about correlation trading before here on the Trader's Blog, but today I've asked Jason Fielder (a multi-time guest blogger) to give us his insight on correlation trading. The below article is an excellent read and I HIGHLY recommend taking a few notes so you don't miss anything. Jason has told me [ ]. 

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The CBOE S&P Implied Correlation Indexes measure changes in the relative premium between index options and single-stock options. A single stock's volatility level is driven by factors that are different from what drives the volatility of an Index (which is a basket of stocks). However, put option prices and underlying stock prices tend to have a negative correlation. As the stock price increases, the put option prices go down. As the stock price increases, the put.

Settings in this dialog control the way LoadComplete discovers and correlates dynamic parameters in scenarios.. To invoke the dialog: Select Tools | Options from LoadComplete main menu. LoadComplete will display the Options dialog.. Choose Recording | Data Correlation from the tree on the left of the dialog.. The dialog shows a list of data correlation . What is the correlation of stock options? up vote 1 down vote favorite I want to calculate the VaR of two correlated option positions, and I know the correlation .

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