Page 1 of 15 Here is the January 2017 update of the ForexAutomaton correlation analysis report, with its distinctive emphasis on timelag dependence of autocorrelations and intermarket correlations.The report follows structure and definitions explained in a separate document, which can be used as a user manual.The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.
Forex autocorrelations for January 2017Forex hourscale zerolag intermarket correlation heatmap for January 2017Forex hourscale unitlag intermarket predictability heatmap for January 2017Forex hourscale intermarket correlation functions for January 2017The following subsections provide plots showing the hourscale correlation functions in the vicinity of zero lag.
