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correlation matrix


  • n  a matrix giving the correlations between all pairs of data sets
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  • Trade FOREX with FXCM
    Correlation matrix below based on last 20 trading days. How you could take advantage of this? Example 1 - USDJPY and EURJPY; current correlation is 0.8, this means that for every 1% movement that occurs in USDJPY, the EURJPY follows with 0.8% in the same direction.
    Feb. 21, 2014 - Daily FX

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