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Have the Forex markets been efficient?

A series of articles about correlation features of individual currency pairs and their combinations. Taken together, these articles may constitute a poor man's version of our trading system to be available soon.

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1 EUR/CHF and USD/CHF 2004-2008: "trivial" intermarket correlation Mikhail Kopytine
2 EUR/GBP and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
3 EUR/GBP and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
4 EUR/GBP and GBP/JPY 2002-2008: intermarket correlations Mikhail Kopytine
5 EUR/GBP and EUR/USD 2002-2008: intermarket correlations Mikhail Kopytine
6 EUR/GBP and EUR/JPY 2002-2008: intermarket correlations Mikhail Kopytine
7 EUR/GBP and EUR/CHF 2002-2008: negative correlation underscores importance of interest rates Mikhail Kopytine
8 EUR/GBP and EUR/AUD 2002-2008: intermarket correlations Mikhail Kopytine
9 EUR/GBP and CHF/JPY 2002-2008: intermarket correlations Mikhail Kopytine
10 EUR/GBP and AUD/USD 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
11 EUR/GBP and AUD/JPY 2002-2008: another minimally correlated combination Mikhail Kopytine
12 USD/CAD and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
13 GBP/USD and USD/JPY 2002-2008: hints of predictive correlations Mikhail Kopytine
14 GBP/USD and USD/CAD 2002-2008: leader-follower correlation Mikhail Kopytine
15 GBP/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
16 EUR/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
17 GBP/JPY and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
18 EUR/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
19 EUR/JPY and GBP/USD 2002-2008: asymmetric leader-follower correlations Mikhail Kopytine
20 EUR/JPY and GBP/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
21 USD/JPY and EUR/CHF 2002-2008: leader-follower relationship Mikhail Kopytine
22 EUR/CHF and USD/CAD 2002-2008: weak and "trivial" correlations Mikhail Kopytine
23 EUR/CHF and GBP/USD 2002-2008: leader-follower correlations Mikhail Kopytine
24 EUR/CHF and GBP/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
25 EUR/CHF and EUR/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
26 EUR/AUD and USD/JPY 2002-2008: asymmetric "contrarian" correlations Mikhail Kopytine
27 EUR/AUD and USD/CAD 2002-2008: leader-follower correlations Mikhail Kopytine
28 EUR/AUD and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
29 EUR/AUD and GBP/JPY 2002-2008: "trivial" intermarket correlations only Mikhail Kopytine
30 EUR/AUD and EUR/JPY 2002-2008: leader-follower correlations Mikhail Kopytine
31 EUR/AUD and EUR/CHF 2002-2008: asymmetric predictive correlations Mikhail Kopytine
32 CHF/JPY and USD/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
33 CHF/JPY and GBP/USD 2002-2008: asymmetric (leader-follower) correlation Mikhail Kopytine
34 CHF/JPY and EUR/USD 2002-2008: leader-follower correlation Mikhail Kopytine
35 CHF/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
36 CHF/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
37 CHF/JPY and EUR/JPY 2002-2008: symmetric predictive cross-correlations Mikhail Kopytine
38 CHF/JPY and EUR/CHF 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
39 CHF/JPY and EUR/AUD 2002-2008: leader-follower correlations Mikhail Kopytine
40 AUD/JPY and CHF/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
41 AUD/JPY and USD/JPY 2002-2008: intermarket correlations Mikhail Kopytine
42 AUD/JPY and EUR/AUD 2002-2008: "contrarian" intermarket correlations Mikhail Kopytine
43 AUD/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
44 AUD/JPY and EUR/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
45 AUD/JPY and GBP/USD 2002-2008: leader-follower correlations Mikhail Kopytine
46 AUD/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
47 AUD/JPY and EUR/CHF 2002-2008: leader-follower correlations Mikhail Kopytine
48 AUD/USD and AUD/JPY 2002-2008: intermarket correlations Mikhail Kopytine
49 AUD/USD and EUR/AUD 2002-2008: intermarket correlations Mikhail Kopytine
50 AUD/USD and EUR/CHF 2002-2008: the least correlated combination? Mikhail Kopytine
51 AUD/USD and EUR/JPY 2002-2008: intermarket correlations Mikhail Kopytine
52 AUD/USD and USD/CAD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
53 AUD/USD and CHF/JPY 2002-2008: intermarket correlations Mikhail Kopytine
54 AUD/USD and GBP/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
55 AUD/USD and USD/JPY 2002-2008: predictive intermarket correlations Mikhail Kopytine
56 AUD/USD and GBP/JPY 2002-2008: intermarket correlations Mikhail Kopytine
57 AUD/USD and NZD/USD 2005-2008: intermarket correlations (oscillating pattern) Mikhail Kopytine
58 EUR/USD and USD/CHF 2004-2008: intermarket correlations (leader-follower) Mikhail Kopytine
59 USD/CHF 2004-2008: another "fair game"? Mikhail Kopytine
60 EUR/AUD and EUR/USD 2002-2008: intermarket correlations Mikhail Kopytine
61 EUR/CHF and EUR/USD 2002-2008: intermarket correlations (leader-follower, strong signal) Mikhail Kopytine
62 AUD/USD and EUR/USD 2002-2008: intermarket correlations (oscillating pattern) Mikhail Kopytine
63 EUR/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
64 AUD/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
65 NZD/USD 2005-2008: predictability overview Mikhail Kopytine
66 EUR/USD and USD/CAD 2002-2008: intermarket correlations (symmetric predictive) Mikhail Kopytine
67 EUR/USD and GBP/JPY 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
68 EUR/USD and GBP/USD 2002-2008: intermarket correlations (symmetric predictive) Mikhail Kopytine
69 EUR/USD and USD/JPY 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
70 EUR/JPY 2002-2008: predictability overview Mikhail Kopytine
71 Why "bullish" and "bearish" autocorrelations Mikhail Kopytine
72 EUR/GBP 2002-2008: predictability overview Mikhail Kopytine
73 EUR/CHF 2002-2008: predictability overview Mikhail Kopytine
74 EUR/AUD 2002-2008: specific patterns of trading sessions Mikhail Kopytine
75 EUR/AUD 2002-2008: predictability overview Mikhail Kopytine
76 CHF/JPY 2002-2008: predictability overview Mikhail Kopytine
77 GBP/USD 2002-2008: predictability overview Mikhail Kopytine
78 USD/CAD 2002-2008: predictability overview Mikhail Kopytine
79 USD/JPY 2002-2008: predictability overview Mikhail Kopytine
80 GBP/JPY 2002-2008: predictability overview Mikhail Kopytine
81 AUD/JPY 2002-2008: predictability overview Mikhail Kopytine
82 AUD/USD 2002-2008: predictability overview Mikhail Kopytine
83 EUR/USD 2002-2008: the fairest game in town! Mikhail Kopytine