Here's an article, that may be of interest(?), on EUR/USD-USD/CHF correlation: http://www.investopedia.com/articles...lationship.asp
Has basic correlation theory explanations that I found helpful.
I'm actually looking for info on which pairs tend to be dominant. Just by observing I'd say, of the base pairs, it's EUR/USD. Just in general. The above article does mention this in the discussion on using correlations intra-day. Thoughts?
Has basic correlation theory explanations that I found helpful.
I'm actually looking for info on which pairs tend to be dominant. Just by observing I'd say, of the base pairs, it's EUR/USD. Just in general. The above article does mention this in the discussion on using correlations intra-day. Thoughts?