Here, a relationship between Colombian and USA Stock Markets was found.Also a relationship between both stock markets and exchange rate between Colombian Peso and USA Dollar, since 2011 to 2014.From NASDAQ Composite Index selected have selected 10 stocks.From Colombia stock market Index, COLCAP, used 38 stocks.For a longer time the stocks will change and the relationships could do it.In conclusion based on volatility, data scale, data frequency.We recommend to explore Signal Analysis Techniques to understand the auto variation, bias or effect of: date to star, quantity of data; frequency to measure the data sets, quantity of data