Korelasi mata uang
Bagaimana pasangan bergerak bersama, dan mengapa menumpuk posisi berkorelasi melipatgandakan risiko.
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Pelajaran
- 01What is currency correlation?Currency correlation measures how closely two currency pairs move together. It is expressed as a correlation coefficient from -1 to +1. A value near +1 means the pairs tend to move in the same direction, near -1 means they tend to move in opposite directions, and near 0 means there is little linear link.
- 02Correlation and portfolio risk.When two currency pairs tend to move together, trades on both add up to one larger bet. Buying EUR/USD and GBP/USD with 1% risk each puts up to 2% at risk on one view of the US dollar. Direction matters too: buying one pair and selling a pair that moves opposite doubles the bet as well.
- 03Using correlations in your trading.Correlation helps in three ways. A hedge offsets one position with a correlated pair, such as long EUR/USD and short GBP/USD. Comparing related pairs shows whether a move is about one currency or the dollar. Checking correlation before adding trades stops you stacking the same risk. Each use can fail when the relationship shifts.