Have the Forex markets been efficient?
EUR/USD and USD/CHF 2004-2008: intermarket correlations (leader-follower)
User Rating: / 4
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
USD/CHF 2004-2008: another "fair game"?
User Rating: / 1
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
EUR/AUD and EUR/USD 2002-2008: intermarket correlations
Written by Forex Automaton   
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.

Read more...
 
EUR/CHF and EUR/USD 2002-2008: intermarket correlations (leader-follower, strong signal)
User Rating: / 4
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
AUD/USD and EUR/USD 2002-2008: intermarket correlations (oscillating pattern)
User Rating: / 3
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
EUR/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower)
User Rating: / 1
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
AUD/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower)
User Rating: / 6
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
NZD/USD 2005-2008: predictability overview
Written by Forex Automaton   
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.

Read more...
 
EUR/USD and USD/CAD 2002-2008: intermarket correlations (symmetric predictive)
User Rating: / 2
PoorBest 
Written by Forex Automaton   
Tuesday, 03 June 2008 14:47

Euro / US Dollar and US Dollar/ Canadian Dollar present another example of symmetrically cross-anticorrelated currency pairs.

Read more...
 
EUR/USD and GBP/JPY 2002-2008: intermarket correlations (leader-follower)
User Rating: / 1
PoorBest 
Written by Forex Automaton   
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.

Read more...
 
EUR/USD and GBP/USD 2002-2008: intermarket correlations (symmetric predictive)
Written by Forex Automaton   
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.

Read more...
 
<< Start < Prev 1 2 3 4 5 6 7 8 9 10 Next > End >>

Page 8 of 10