Dislikedeur/usd and eur/jpy are the only official pairs.....all others are synthetics and for these two you get two highly correlated pairs....I am not sure how advantageous that is.....so then you could be watching the eur/usd eur/jpy and the usd/jpy in the same screen to try and arbitrage lags or measure relative strength...........perhaps this is your idea?
> cor(euroyen.returns,eur.returns)
0.770844
> cor(euroyen.returns,jpy.returns)
0.5251164
> cor(eur.returns,jpy.returns)
-0.1343994Ignored
- Post #729,342
- Quote
- Dec 9, 2012 10:54am Dec 9, 2012 10:54am
- | Commercial Member | Joined Mar 2012 | 1,978 Posts
Want the lifestyle of the top traders in the world? TAKE RISK.
- Post #729,344
- Quote
- Dec 9, 2012 11:14am Dec 9, 2012 11:14am
- | Commercial Member | Joined Mar 2012 | 1,978 Posts
Want the lifestyle of the top traders in the world? TAKE RISK.
- Post #729,345
- Quote
- Dec 9, 2012 11:15am Dec 9, 2012 11:15am
Politics is the womb in which war develops.
- Post #729,347
- Quote
- Dec 9, 2012 11:18am Dec 9, 2012 11:18am
- | Commercial Member | Joined Mar 2012 | 1,978 Posts
Want the lifestyle of the top traders in the world? TAKE RISK.
- Post #729,348
- Quote
- Dec 9, 2012 11:18am Dec 9, 2012 11:18am
- | Commercial Member | Joined Mar 2012 | 1,978 Posts
Want the lifestyle of the top traders in the world? TAKE RISK.
- Post #729,350
- Quote
- Dec 9, 2012 11:55am Dec 9, 2012 11:55am
- | Membership Revoked | Joined Jul 2012 | 4,197 Posts
"It's the Margin, Stupid."
- Post #729,352
- Quote
- Dec 9, 2012 1:08pm Dec 9, 2012 1:08pm
- Joined Aug 2010 | Status: Member | 642 Posts
The Phoenix Trader....
- Post #729,354
- Quote
- Dec 9, 2012 1:12pm Dec 9, 2012 1:12pm
- Joined Aug 2010 | Status: Member | 642 Posts
The Phoenix Trader....
- Post #729,356
- Quote
- Dec 9, 2012 1:17pm Dec 9, 2012 1:17pm
- | Membership Revoked | Joined Jul 2012 | 4,197 Posts
"It's the Margin, Stupid."
- Post #729,357
- Quote
- Dec 9, 2012 1:23pm Dec 9, 2012 1:23pm
- Joined Aug 2010 | Status: Member | 642 Posts
The Phoenix Trader....
- Post #729,359
- Quote
- Dec 9, 2012 1:45pm Dec 9, 2012 1:45pm
- Joined Jun 2011 | Status: Chilling in Florida | 3,232 Posts