Correlation key for forex returns

The weakness of the US dollar and the generally paltry returns from asset markets among the majors are increasing the focus on enhancing the potential returns for currency overlays.

Part of this is being able to look for currencies that buck the trend, and this is where the correlation between different currency pairings comes into the picture. However, currency correlations are by no means constant, and the short-term relationship may well be different from the longer-term trend as the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services -, or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: