Hi,

I know this topic became quite popular lately, but there is something I still cannot understand with currency correlation.

Every correlated pair (ie. EURUDS/USDCHF) has its own periods of divergence. How can this divergence be calculated? I need to know at a given point in time whether the pair is currently fully correlated, or in a middle of a divergence. How can I do that?

Thanks!

I know this topic became quite popular lately, but there is something I still cannot understand with currency correlation.

Every correlated pair (ie. EURUDS/USDCHF) has its own periods of divergence. How can this divergence be calculated? I need to know at a given point in time whether the pair is currently fully correlated, or in a middle of a divergence. How can I do that?

Thanks!