Currency Correlation Matrix

Chart Key:

Correlation Symbol - Strong Positive - strong positive correlation
Correlation Symbol - Moderate Positive - moderate positive correlation
Correlation Symbol Key - Negligible - negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
Correlation Symbol - Strong Negative- strong negative correlation

The correlation matrix shown above is based on correlation coefficients derived from 15-minute closing prices on GFT’s DealBook 360 platform, from November 1 through 30, 2012.

 

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