CommodityCorrelation

R script that:

• pulls front month commodity futures prices

• creates file with commodity:

  • annual volatility
  • semi deviation
  • skewness
  • kurtosis

• creates correlation plot

To Run From terminal:

1. cd into the CommodityCorrelation directory

2. make core.R executable:

   $ chmod +x corr.R

3. run corr.R

   $ ./corr.R

4. stats & plot files are created in directory