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FOREX Trading     Correlations     Trading Picks

At a Glance!

Trading Picks

quantf research Strategies

Currencies Currencies Currencies
EUR/HUF USD/HUF GBP/JPY
EUR/JPY USD/JPY CHF/JPY
AUD/JPY CAD/JPY NZD/JPY
TRY/JPY USD/CZK GBP/ZAR
EUR/ZAR CHF/ZAR EUR/SEK

Historical Cumulative Return


quantf research Min. Correlations

Currency
Pair 1
Currency
Pair 2
Correlation
Estimate
ZAR/JPY CHF/ZAR -0.99
EUR/GBP GBP/CHF -0.98
EUR/CAD CAD/CHF -0.98
USD/SEK EUR/USD -0.98
EUR/ZAR ZAR/JPY -0.98
EUR/AUD CAD/CHF -0.97
USD/ZAR ZAR/JPY -0.96
EUR/SGD USD/DKK -0.96
USD/CHF EUR/USD -0.96

Sample Min. Correlations

Currency
Pair 1
Currency
Pair 2
Correlation
Estimate
ZAR/JPY CHF/ZAR -0.98
USD/SEK EUR/USD -0.98
EUR/CAD CAD/CHF -0.97
EUR/GBP GBP/CHF -0.97
EUR/ZAR ZAR/JPY -0.97
USD/ZAR ZAR/JPY -0.96
EUR/NZD CAD/CHF -0.95
EUR/AUD CAD/CHF -0.95
USD/CHF EUR/USD -0.95

quantf research Max. Correlations

Currency
Pair 1
Currency
Pair 2
Correlation
Estimate
EUR/NZD EUR/CAD 0.98
USD/DKK USD/SEK 0.98
GBP/SGD GBP/NZD 0.97
AUD/JPY SGD/JPY 0.97
GBP/CAD GBP/AUD 0.97
AUD/SGD AUD/JPY 0.97
NZD/JPY SGD/JPY 0.97
GBP/USD GBP/SGD 0.97
EUR/SGD EUR/NZD 0.96

Sample Max. Correlations

Currency
Pair 1
Currency
Pair 2
Correlation
Estimate
USD/DKK USD/SEK 0.98
AUD/JPY SGD/JPY 0.97
NZD/JPY SGD/JPY 0.96
USD/ZAR GBP/ZAR 0.96
EUR/NZD EUR/CAD 0.96
GBP/SGD GBP/NZD 0.96
EUR/JPY CHF/JPY 0.96
AUD/SGD AUD/JPY 0.95
GBP/AUD GBP/CAD 0.94

FOREX Trading

   
  
F. Papailias - D. Thomakos, (c) 2014
 
 
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