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Short-term (1m) correlation of AUDUSD with the CRB commodity index has turned surprisingly low over recent days. This suggests to us that even if commodity prices fall, there is potential for ...
Gold’s price corrected lower yesterday relenting any gains made since our last report. Today’s report is to discuss ...
Forex Breaks Its Correlation with the Other Markets Jul. 17, 2009 7:56 AM ET FXE, FXF, FXB FXC FXA FXY The LFB 6.52K Follower s ...
In this video, I show you charts like the one below, which do two things to help improve our forecasting. First, I look at the historical announcements to determine whether the market moved the way ...
Recently, the 60-day rolling correlation has broken down. Such a breakdown doesn't last for long due to macroeconomic factors of Japans' economy, but it does tend to precede a large move in USD/JPY.
Below is the same chart for the European FX 3 correlation to the S&P 500, which also shows a consistent increase and less diversification from holding euros on top of owning the European equities.
Correlation Dynamics Risk-On vs. Risk-Off: The correlation between Forex and Cryptocurrency markets often depends on the broader risk sentiment in the financial world.
To prove that correlation between two variables does not necessarily mean that one causes the other, Tyler Vigen has created a series of comical charts that show "spurious correlations." A ...