You are trying to predict the Nikkei index using the S&P 500. You calculate the correlation between their same-day daily close-to-close returns and find it's almost zero. Does this mean the US and Japanese markets are uncorrelated? How would you fix this analysis?

你尝试用标普500指数来预测日本日经指数（Nikkei）。你计算了它们‘同日’（Same-day）收盘到收盘收益率的截面相关性，发现几乎为零。这说明美股和日股互不相关吗？你会怎么修正这个分析？