Forex Automaton HomeForex Automaton. Automated forex trading system development.EURGBP and AUDUSD 2002-2008: "trivial" intermarket correlations- September 17, 2008 EuroPound Sterling and Australian DollarUS Dollar are weakly positively correlated but the correlation, as seen on average for the 6 year period of hour-by-hour data, is too tight to offer forecasting potential on this time scale. Such simple one-peak structures centered at the zero time-lag are called "trivial" in this series of analysis notes.http://forexautomaton.com/research/34-correlations20022007/34-correlations20022007/412-eur... |