Tương quan tiền tệ
Các cặp tiền biến động cùng nhau ra sao, và vì sao chồng lệnh trên cặp tương quan làm rủi ro nhân lên.
Bắt đầu chương3 bài · 1 công cụ
Bài học
- 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.