Historical relationships
Correlation Analytics
Explore the existing Saudi-equity correlation views, heatmaps and pair rankings. Shared market factors do not establish cointegration.
Open correlation analytics ↗Quantitative workspace
Tools for a closer look
Explore the analysis already available on the platform. Each tool has a defined dataset, model and set of limitations.
Portfolio construction
Efficient Frontier & Portfolio Optimizer
Build wallets of stocks and ETFs, estimate returns and covariances from historical adjusted prices, and compare them with a Markowitz efficient frontier. In-sample estimates, not forecasts.
Open the efficient frontier ↗Historical analysis is not a forecast
Correlation and spread statistics depend on the selected histories, alignment and estimation windows. Relationships can change after a structural break. Inspect the data source, simulated-data flags and estimation window before interpreting a relationship.
Correlation is not cointegration
Correlation describes co-movement over a chosen sample. It does not establish a stationary price spread, a suitable hedge ratio or an executable trade. Use the related pairs-trading guide to understand these distinct questions and their assumptions.
Inspect sample dates, costs and model assumptions before interpreting any result. For market pricing relationships, explore Arbitrage Academy. For the existing terminals, browse the scanner workspace.