Sunday, September 16, 2018

Correlation and Spread

URUT BERDASAR SPREAD TERKECIL
pair correlation with EURUSD FBS spread 23 agustus 2018
EURUSD
0.00012
USDCHF 92.9 0.00015
AUDUSD 51 0.00016
GBPUSD 77.9 0.00016
EURJPY 88.9 0.016
USDJPY 27.5 0.017
USDCAD 32.6 0.00018
CADJPY 4.9 0.019




URUT BERDASAR KORELASI TERKECIL TERHADAP EURUSD

No pair correlation with EURUSD FBS spread 23 agustus 2018
1 EURUSD
0.00012
2 CADJPY 4.9 0.019
3 USDJPY 27.5 0.017
4 USDCAD 32.6 0.00018
5 AUDUSD 51 0.00016
6 GBPUSD 77.9 0.00016
7 EURJPY 88.9 0.016
8 USDCHF 92.9 0.00015






TABEL KORELASI PAIR  di salin dari sini



AUDUSD CADJPY EURGBP EURJPY EURUSD GBPAUD GBPCAD GBPJPY GBPUSD USDCAD USDCHF USDJPY
AUDUSD 100










CADJPY -33.5 100









EURGBP -11.8 19.7 100








EURJPY -73.2 35.5 51.3 100







EURUSD -51 4.9 72 88.9 100






GBPAUD -85 7.4 13.3 85.9 74.2 100





GBPCAD -69.9 -5.4 -3.3 78.7 64.3 94.1 100




GBPJPY -78.7 30.5 3.8 87.7 63.1 92.5 93.5 100



GBPUSD -62.4 -10.8 12.6 80.8 77.9 94.2 95 86.8 100


USDCAD -68 3.1 -25.8 61.2 32.6 76.7 88.9 85.9 70.2 100

USDCHF 24.6 13.1 -80.2 -68.2 -92.9 -51 -40.9 -34.3 -60.4 -5 100
USDJPY -72.4 66.8 -6.5 68.5 27.5 62 62.8 83.6 45.5 76.5 4.8 100