Forex Automaton > Forex Research > Have the forex markets been efficient?
Have the Forex markets been efficient?

A series of articles about correlation features of individual currency pairs and their combinations. Taken together, these articles may constitute a poor man's version of our trading system to be available soon.

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# Article Title Author
1 Forex scalping: AUD/JPY under the microscope Mikhail Kopytine
2 GBP/USD and USD/CHF 2004-2008: symmetric predictive correlation Mikhail Kopytine
3 GBP/JPY and USD/CHF 2004-2008: weak correlation, no forecasting potential Mikhail Kopytine
4 EUR/JPY and USD/CHF 2004-2008: EUR/JPY is the leader. Mikhail Kopytine
5 EUR/GBP and USD/CHF 2004-2008: "trivial" intermarket correlation Mikhail Kopytine
6 EUR/AUD and USD/CHF 2004-2008: "trivial" intermarket correlations Mikhail Kopytine
7 CHF/JPY and USD/CHF intermarket correlations, 2004-2008. CHF/JPY is the leader. Mikhail Kopytine
8 AUD/USD and USD/CHF intermarket correlations, 2004-2008 Mikhail Kopytine
9 AUD/JPY and USD/CHF intermarket correlation, 2004-2008. Mikhail Kopytine
10 EUR/CHF and USD/CHF 2004-2008: "trivial" intermarket correlation Mikhail Kopytine
11 EUR/GBP and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
12 EUR/GBP and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
13 EUR/GBP and GBP/JPY 2002-2008: intermarket correlations Mikhail Kopytine
14 EUR/GBP and EUR/USD 2002-2008: intermarket correlations Mikhail Kopytine
15 EUR/GBP and EUR/JPY 2002-2008: intermarket correlations Mikhail Kopytine
16 EUR/GBP and EUR/CHF 2002-2008: negative correlation underscores importance of interest rates Mikhail Kopytine
17 EUR/GBP and EUR/AUD 2002-2008: intermarket correlations Mikhail Kopytine
18 EUR/GBP and CHF/JPY 2002-2008: intermarket correlations Mikhail Kopytine
19 EUR/GBP and AUD/USD 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
20 EUR/GBP and AUD/JPY 2002-2008: another minimally correlated combination Mikhail Kopytine
21 USD/CAD and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
22 GBP/USD and USD/JPY 2002-2008: hints of predictive correlations Mikhail Kopytine
23 GBP/USD and USD/CAD 2002-2008: leader-follower correlation Mikhail Kopytine
24 GBP/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
25 EUR/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
26 GBP/JPY and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
27 EUR/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
28 EUR/JPY and GBP/USD 2002-2008: asymmetric leader-follower correlations Mikhail Kopytine
29 EUR/JPY and GBP/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
30 USD/JPY and EUR/CHF 2002-2008: leader-follower relationship Mikhail Kopytine
31 EUR/CHF and USD/CAD 2002-2008: weak and "trivial" correlations Mikhail Kopytine
32 EUR/CHF and GBP/USD 2002-2008: leader-follower correlations Mikhail Kopytine
33 EUR/CHF and GBP/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
34 EUR/CHF and EUR/JPY 2002-2008: "trivial" intermarket correlations Mikhail Kopytine
35 EUR/AUD and USD/JPY 2002-2008: asymmetric "contrarian" correlations Mikhail Kopytine
36 EUR/AUD and USD/CAD 2002-2008: leader-follower correlations Mikhail Kopytine
37 EUR/AUD and GBP/USD 2002-2008: intermarket correlations Mikhail Kopytine
38 EUR/AUD and GBP/JPY 2002-2008: "trivial" intermarket correlations only Mikhail Kopytine
39 EUR/AUD and EUR/JPY 2002-2008: leader-follower correlations Mikhail Kopytine
40 EUR/AUD and EUR/CHF 2002-2008: asymmetric predictive correlations Mikhail Kopytine
41 CHF/JPY and USD/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
42 CHF/JPY and GBP/USD 2002-2008: asymmetric (leader-follower) correlation Mikhail Kopytine
43 CHF/JPY and EUR/USD 2002-2008: leader-follower correlation Mikhail Kopytine
44 CHF/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
45 CHF/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
46 CHF/JPY and EUR/JPY 2002-2008: symmetric predictive cross-correlations Mikhail Kopytine
47 CHF/JPY and EUR/CHF 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
48 CHF/JPY and EUR/AUD 2002-2008: leader-follower correlations Mikhail Kopytine
49 AUD/JPY and CHF/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
50 AUD/JPY and USD/JPY 2002-2008: intermarket correlations Mikhail Kopytine
51 AUD/JPY and EUR/AUD 2002-2008: "contrarian" intermarket correlations Mikhail Kopytine
52 AUD/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
53 AUD/JPY and EUR/JPY 2002-2008: (trivial) intermarket correlations Mikhail Kopytine
54 AUD/JPY and GBP/USD 2002-2008: leader-follower correlations Mikhail Kopytine
55 AUD/JPY and USD/CAD 2002-2008: intermarket correlations Mikhail Kopytine
56 AUD/JPY and EUR/CHF 2002-2008: leader-follower correlations Mikhail Kopytine
57 AUD/USD and AUD/JPY 2002-2008: intermarket correlations Mikhail Kopytine
58 AUD/USD and EUR/AUD 2002-2008: intermarket correlations Mikhail Kopytine
59 AUD/USD and EUR/CHF 2002-2008: the least correlated combination? Mikhail Kopytine
60 AUD/USD and EUR/JPY 2002-2008: intermarket correlations Mikhail Kopytine
61 AUD/USD and USD/CAD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
62 AUD/USD and CHF/JPY 2002-2008: intermarket correlations Mikhail Kopytine
63 AUD/USD and GBP/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
64 AUD/USD and USD/JPY 2002-2008: predictive intermarket correlations Mikhail Kopytine
65 AUD/USD and GBP/JPY 2002-2008: intermarket correlations Mikhail Kopytine
66 AUD/USD and NZD/USD 2005-2008: intermarket correlations (oscillating pattern) Mikhail Kopytine
67 EUR/USD and USD/CHF 2004-2008: intermarket correlations (leader-follower) Mikhail Kopytine
68 USD/CHF 2004-2008: another "fair game"? Mikhail Kopytine
69 EUR/AUD and EUR/USD 2002-2008: intermarket correlations Mikhail Kopytine
70 EUR/CHF and EUR/USD 2002-2008: intermarket correlations (leader-follower, strong signal) Mikhail Kopytine
71 AUD/USD and EUR/USD 2002-2008: intermarket correlations (oscillating pattern) Mikhail Kopytine
72 EUR/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
73 AUD/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
74 NZD/USD 2005-2008: predictability overview Mikhail Kopytine
75 EUR/USD and USD/CAD 2002-2008: intermarket correlations (symmetric predictive) Mikhail Kopytine
76 EUR/USD and GBP/JPY 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
77 EUR/USD and GBP/USD 2002-2008: intermarket correlations (symmetric predictive) Mikhail Kopytine
78 EUR/USD and USD/JPY 2002-2008: intermarket correlations (leader-follower) Mikhail Kopytine
79 EUR/JPY 2002-2008: predictability overview Mikhail Kopytine
80 Why "bullish" and "bearish" autocorrelations Mikhail Kopytine
81 EUR/GBP 2002-2008: predictability overview Mikhail Kopytine
82 EUR/CHF 2002-2008: predictability overview Mikhail Kopytine
83 EUR/AUD 2002-2008: specific patterns of trading sessions Mikhail Kopytine
84 EUR/AUD 2002-2008: predictability overview Mikhail Kopytine
85 CHF/JPY 2002-2008: predictability overview Mikhail Kopytine
86 GBP/USD 2002-2008: predictability overview Mikhail Kopytine
87 USD/CAD 2002-2008: predictability overview Mikhail Kopytine
88 USD/JPY 2002-2008: predictability overview Mikhail Kopytine
89 GBP/JPY 2002-2008: predictability overview Mikhail Kopytine
90 AUD/JPY 2002-2008: predictability overview Mikhail Kopytine
91 AUD/USD 2002-2008: predictability overview Mikhail Kopytine
92 EUR/USD 2002-2008: the fairest game in town! Mikhail Kopytine