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I just read somewhere: "Correlation does not imply causation".

Correlation does, in fact, imply causation. It doesn't, however, *prove* causation. If you find a correlation, then you start digging there to find out if there's a causal link.

If correlation did not imply causation, we wouldn't look for correlations since they wouldn't imply that there might be a causal link to look at.

you're a shitty poet
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That's a bit of a nitpick. I always took "imply" in this context to mean logical implication.

Ah, good point. From that point of view it's probably true.