http://images.google.com/imgres?imgurl=http://www.investors-routemap.co.uk/images/correlation.gif&imgrefurl=http://www.investors-routemap.co.uk/Guidebook_price_correlation.htm&h=537&w=546&sz=57&hl=en&start=9&um=1&tbnid=1H0tRrL_vvn0PM:&tbnh=131&tbnw=133&prev=/images%3Fq%3Dcorrelation%2Bmatrix%26um%3D1%26hl%3Den%26rlz%3D1T4GGIK_enUS281US281%26sa%3DNA correlation matrix is where all correlations are obtained from the same set of observations.
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