Correlation between EURJPY and Nikkei 225

Correlation of last 20 years

Here, we have plotted the correlation between EURJPY and Nikkei 225. What is particularly interesting to me is how positive correlations are higher and happen more frequently than negative ones.

Two images showing correlation between EURJPY and Nike 225. We can see that the positive correlations happen more frequently and are more strong.
EURJPY vs Nikkei 225
Highlights:

Average positive correlation: TODO
Average negative correlation: TODO
Positive / Negative ratio:

Percent of time in positive correlation: TODO
Percent of time in negative correlation: TODO
Positive / Negative Time ratio: TODO

Average number of trading days between peaks of correlation: 42.59
Median number of trading days between peaks of correlation: 40.0
Average number of trading days between dips of correlation: 94.71
Median number of trading days between dips of correlation: 66.0
Trading days from last peak of correlation: 57
Trading days from last dip of correlation: 17

Correlation from January 2020 to September 2023

Highlights:
Average number of trading days between peaks of correlation: 42.59
Median number of trading days between peaks of correlation: 40.0
Average number of trading days between dips of correlation: 94.71
Median number of trading days between dips of correlation: 66.0
Trading days from last peak of correlation: 57
Trading days from last dip of correlation: 17

 

 

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