Which are the forex pairs that you trade that are relatively uncorrelated with each other?
- Thread starter learner88
- Start date
What do you think of MXN (Mexican Peso) if you compare that to the three you mention?
https://www.cmegroup.com/tools-information/quikstrike/cross-correlation.html
Other one is
https://www.mrci.com/special/corr180.php
There are differences between the two. Not sure of MRCI methodology (whether it is just price correlation or return correlation). CME data is also based on 30 day constant maturity futures.
Other one is
https://www.mrci.com/special/corr180.php
There are differences between the two. Not sure of MRCI methodology (whether it is just price correlation or return correlation). CME data is also based on 30 day constant maturity futures.