Written by Forex Automaton
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Wednesday, 11 June 2008 15:32 |
Euro/ US Dollar and US Dollar/Swiss Franc are very strongly anti-correlated currency pairs. These two pairs show a symmetric leader-follower (or rather, given the anticorrelation, anti-follower) pattern which is most pronounced during the European trading session. |
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Written by Forex Automaton
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Wednesday, 11 June 2008 09:44 |
The US Dollar/Swiss Franc exchange rate has autocorrelation of a perfectly random time series, except for the daily pattern of variation in activity. |
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Written by Forex Automaton
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Tuesday, 10 June 2008 13:51 |
Euro/ Australian Dollar and Euro/ US Dollar are moderately correlated. Correlations with non-zero time lag are seen but they do not look easy to explain. |
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Written by Forex Automaton
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Monday, 09 June 2008 15:43 |
The correlation between Euro/ Swiss Franc and Euro/ US Dollar exchange rates offers a double surprise: first, it is negative. Second, the "anti-following" of EUR/CHF behind EUR/USD is unusually strong. In cases like that, one could suspect it's one or two extraordinary events that dominate the picture. |
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Written by Forex Automaton
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Friday, 06 June 2008 15:58 |
Australian Dollar / US Dollar and Euro/US Dollar exchange rate are correlated, with an interesting symmetric wave-like pattern extending for up to 100 hours time lag. |
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Written by Forex Automaton
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Thursday, 05 June 2008 11:47 |
Euro/Japanese Yen and Euro/US Dollar are weekly correlated. A positive correlation tail with time lags up to 3 hours is seen indicating that EUR/USD tends to lag behind EUR/JPY. This means that EUR/JPY has a potential to forecast movements in EUR/USD. |
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Written by Forex Automaton
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Wednesday, 04 June 2008 15:09 |
Australian Dollar / Japanese Yen and Euro/ US Dollar are weekly correlated. A positive correlation tail with time lags up to 3 hours is seen indicating that EUR/USD tends to lag behind AUD/JPY. |
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Written by Forex Automaton
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Wednesday, 04 June 2008 10:01 |
The correlation patterns we see in one of the world's most volatile exchange rates, the New Zealand Dollar / US Dollar exchange rate, are very similar to those seen in AUD/JPY. |
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Written by Forex Automaton
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Tuesday, 03 June 2008 14:47 |
Euro / US Dollar and US Dollar/ Canadian Dollar present another example of symmetrically cross-anticorrelated currency pairs. |
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Written by Forex Automaton
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Monday, 02 June 2008 14:28 |
Euro/US Dollar and British Pound/ Yen do not seem to share any investment themes. Nevertheless these are correlated currency pairs, with a hint of a leader-follower relationship. |
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Written by Forex Automaton
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Friday, 30 May 2008 14:48 |
Euro /US Dollar and Pound Sterling/US Dollar are obviously correlated currency pairs. Due to the symmetry of the cross-correlation peak, a move in either pair can in principle be used to predict a move in the other: EUR/USD foretells GBP/USD and vice versa. |
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