BarroMetrics Views: The GBPJPY & ES Correlation
From 2004, the GPBJPY and the S&P pair have exhibited a correlation of 83.4%; from 2007 that correlation has been 93.0%. The more interesting aspect of the correlation is that the GBPJPY usually leads the S&P for swings of a 13-week magnitude by at least 10 weeks to 14 […]

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