Currency Correlation

Visualize the Pearson correlation coefficient between your selected instruments. A value near +100 means the instruments move together, near -100 means they move in opposite directions, and near 0 means little to no linear relationship.

The correlation is computed with the standard Pearson coefficient over the returns of each instrument. The length of the series is set by the Num Period field.

Correlation matrix

Computing correlations…

Correlation profile of EURUSD

Computing correlations…

Rolling correlation

Computing correlations…