 In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients. We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
<meaning-changed>  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients. We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
 In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coefficient absolute values, enabling the connections between anticorrelated entities to manifest properly. We investigate 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).