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The concept of states of financial markets based on correlations has gainedincreasing attention during the last 10 years. We propose to retrace someimportant steps up to 2018, and then give a more detailed view of recentdevelopments that attempt to make the use of this more practical. Finally, wetry to give a glimpse to the future proposing the analysis of trajectories incorrelation matrix space directly or in terms of symbolic dynamics as well asattempts to analyze the clusters that make up the states in a random matrixcontext.

Dynamics of the market states in the space of correlation matrices with applications to financial markets