RE:RE:SP - Was there some good news today? Or is this just a break
Good find! and thank you for sharing! There are others who think Dream REIT (among others) are renting to OG producers and that if the OG producers tank, then the REIT will follow due to sudden vacancies. That might be your mysterious third variable accounting for the new high correlation. Nothing to do with the actual relationship between Dream and the OG sector, but rather the perceived relationship by some investors.
Where do you get this kind of data? Did you calculate the coefficient yourself? I've never seen a p-value in any trading platform I've used. I'd love to run these stats!