If CHFNOK is breakingdown and EURSEK breaking out, SEKNOK should breakdown too. (NOKSEK to go up)
Let's see if they how they move together.
Dispersion is at extreme levels whilst equity vol is still rather low. A correlation trade into the inauguration will likely perform across all potential economic outcomes.
There's no secret the oil price is a proxy to Russia economic expectations, yet oil correlation to RUBUSD (line chart, inverted to a more common USDRUB cross) is just impressive. Trading dynamics on both instruments is close to identical most time during the year.
Keep an eye on this correlation setup over the coming days and weeks. The correlation is falling apart between AUDCAD & NZDCAD as you can see in the box on the right. You will notice the left box, when the spread got to approximately 400 Pips the correlation began to return, handing those in the trade a great return. The spread is currently approximately 200...
The US election is taking place as I am writing these lines... As a protection, a lot of investors and traders are willing to add some gold (or silver) to their portfolio, which sounds like a great idea because of the uncertaincy of this very particular event. But on that strategy, you should be careful to the one you are picking, weither you go for long or short...
ETH recently went below the 2 week support — correlated with BTC move upward. Now retracing in continued BTC correlation. IF BTC uptrend continues, I suspect to see ETH dive toward 30d low. I will be monitoring trade relevance over the next 12 hours looking for entry confirmation. Stops are currently set tight.
XAUUSD NZDUSD and USDCAD ... and shortterm correlations
I published and embedded this chart again because the CC and ROC indicators weren't updating when you moved the chart forward.
August 15, 2016 Hello folks ! So almost everything is written on the chart. Don't take it for granted, as I do not possess a crystal ball. However, one thing is clear: prices that are displayed vary across brokers' platform(s) for a battery of reasons (Futures, Market Makers, Bid/Ask spread or average price etc.) There is one thing to take back home though: 50%...
dataunion.tistory.com Overweight portfolio JUL-2015 Zero-type Correlation Histogram MAY-2016 Zero-type Correlation Histogram
Correlation Histogram Type Description Zero Correlation Histogram - The stock pair is concentrated in the correlation coefficient zero. - Case the diversification, Zero type will Overweight of the portfolio. - And, Zero type are often low volatility. Type A Correlation Histogram - The stock pair is concentrated in the plus high correlation coefficient...
This buy is correlated to the pound yen buy on support. Be aware of NFP at the end of the week
Correlation arbitrage - Published 04.08.2016 Please change timeframe to 5 minutes. I'm not recommending an arbitrage play at this time. I'm only trying to open up the eyes of traders to these 'arb' plays. AUD and NZD are high correlated due to their interlocking economiesand both trade at a fair spread to the USD. So when you see these pairs go their separat...
Could be getting a nice correlation setup tonight between AUDJPY and NZDJPY. As the correlation widens the opportunity may present itself to initiate a position. If we get confirmation from our algorithm we will be announcing it on our trading floor.
NZDJPY could be getting ready to run higher after tonight's announcement by the Bank of Japan. The BoJ is suppose to increase their stimulus package and if they do by the amount which is expected or by more we should get a sell-off in the Yen pushing this pair higher. If it happens we will be looking to correlate the Long NZDJPY with a Short in AUDJPY which will...