ES correlation with currency markets.

Discussion in 'Index Futures' started by trader1974, Jul 25, 2020.

  1. trader1974

    trader1974

    Hello merchants,
    I have seen a web page that shows the degree of correlation between currencies in different time periods.
    I find it very interesting to be able to create entry strategies since normally one currency pair shows the path that the other will follow.
    My question is:
    Do you know of any web page where you can see the correlation between ES with currencies in different periods of time?
    Thank you very much!

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    Last edited: Jul 25, 2020
  2. Well Wall Street is either risk on (ES rises, commodity currencies like AUD, CAD etc. rises while XAU, USD and CHF, the funding currencies decline) or risk off (vise versa).
     
    piezoe and trader1974 like this.
  3. trader221

    trader221

    Correlation future contract
     
    trader1974 likes this.
  4. trader1974

    trader1974

    I appreciate your answer but it is not seen

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  5. piezoe

    piezoe

    Great thread guys! At times there is an especially strong negative correlation between /DX the dollar futures and the U.S. market. (See QE period during great Recession) This was helpful to me during that period.
     
    trader1974 likes this.
  6. trader1974

    trader1974

    Exact! sometimes these correlations are very useful, the problem is that they disappear over time, so it is necessary to see the best correlations in real time because they are changing.
    Sometimes the inverse yen-nikkei correlation is also very useful but sometimes it doesn't work.
    It is important to see where the money flows in real time
     
  7. trader1974

    trader1974

    DX-ES, very good too but only sometimes ... Pity!
    Any ideas to monitor currency correlations with ES in real time?
     
  8. trader221

    trader221

    .
     
  9. trader221

    trader221

    Correlation Dax/ES in 30 days = 97%
     
    trader1974 likes this.
  10. trader1974

    trader1974

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    #10     Jul 25, 2020