Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 07:39:38 +0000



Post From: Offering To The Community: Forex: Currency Decorrelation (and Currency Strength)

[2018-11-12 19:49:22]
bjohnson777 (Brett Johnson) - Posts: 284
Thanks for sharing. :-)

Expanding your explanation just a little... With JPY INDEX on the second image, it's pretty clear the Point E jump is due to JPY and not EUR. Then from E-F going down, it's mostly due to JPY INDEX coming back up while EUR INDEX is mostly flat then starts going down.

I really like how decorrelation splits out and shows what's happening under the hood.