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Currency Correlations

Posted on May 3, 2009 at 19:21 in Uncategorized by Curt Wehrley

Currency Correlations April 2009

Chart Key:
Correlation Symbol - Strong Positive - strong positive correlation
Correlation Symbol - Moderate Positive - moderate positive correlation
Correlation Symbol Key - Negligible - negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
Correlation Symbol - Strong Negative - strong negative correlation

The correlation table shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from April 1 through 30, 2009.

Tags: correlations

2 Responses to “Currency Correlations”

  1. on 03 May 2009 at 11:54 pm1Russ

    Interesting Curt, thanks. I will have to work out how to print it off so I can put it on the wall. Keep up the good work!, Russ

  2. on 10 May 2009 at 7:18 pm2Alex

    Hi Curt, good work, and it would be even better if you could post the correlation levels, because what do you really mean with “strong positive correlation” is it a value between 0.8 and 1 or maybe 0.6 and 1, it unambiguous.

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