Correlation key for forex returns

- FX Markets Staff
- @FXMarkets_
- 02 Dec 2002

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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

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