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Forex Video | Quantitative Analysis | July 30, 2008

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Uploaded by on Jul 29, 2008

Correlation analysis of price data over the past two weeks suggests a strong positive association between the movements of crude oil futures and the EUR/USD currency pair. You don't need a correlation coefficient, though, to see that the euro and oil have moved in sync with each other during their recent sell-off.

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Education

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Uploader Comments (fxbootcamp)

  • I discuss that in the video. Fast forward to the 3:29 mark and watch the remaining portion of the video.

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  • @fxbootcamp

    This video was put up 2 years ago, but could you assist me with a small inquiry?

    The graph you put up, the Time is on the X axis and the Value of Euro relative to the USD is on the Y axis?

  • Great video, thanks!

  • Wat software can I use to compare markets & have it calculate correlation coefficients for me?

  • What is the correlation value between the EUR/USD and oil?

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