The interaction of markets.

 

Good afternoon, everyone knows that there is a correlation between different markets, for example if oil goes up, the cadusd goes up, if the stock market goes down, so does the currency market. I would like to discuss this issue. What other regularities have you observed?

 
There's a bit on this subject in this thread https://forum.mql4.com/ru/28176/page25
 
Roman_trader >>:

если фондовый рынок падает валютный тоже. Хотелось бы обсудить эту тему. Какие еще закономерности вы наблюдали?

How do you envisage the currency market falling? Falling against what? The euro is rising against the quid and the quid is falling against the euro. Is this a fall or a rise?
 
vasya_vasya писал(а) >>
How do you envisage the foreign exchange market falling? Falling against what? The euro is rising against the quid and the quid is falling against the euro. Is it falling or rising?

By currency market, I mean some pairs that react to the stock market.
 

Well if "meaning some pairs which react to the stock market", then here is a clear pattern :

The index (here a mini SP-500) and the yen pairs quite visibly, often, walk in "unison" -

(green price line - ESM0 index)

Perhaps there is a case for some semblance of "statistical arbitrage"
 
rid писал(а) >>

Well if "meaning some pairs which react to the stock market", then here is a clear pattern :

The index (here a mini SP-500) and the yen pairs are quite visibly, often, walking in "unison" -

Yes yes something like that is what I had in mind. What if we consider the correlation between euro market fund/ u.s. market fund and eurusd for example.
 

FESX index - DJ-50 (EUROZONE)

YMM0 - DJ index (mini Dow Jones USA)

6em0 - EURUSD

 
rid >>:

индекс FESX - DJ-50 (ЕВРОЗОНА)

индекс YMM0 - DJ (мини Доу-Джонс США)

6em0 - EURUSD



Can you post this indicator? It reminds me of CCFp.
 
rid писал(а) >>

FESX index - DJ-50 (EUROZONE)

YMM0 - DJ index (mini Dow Jones USA)

6em0 - EURUSD



I meant to compare the ratio of FESX and YMM0 to EURUSD.

E.g. if the Euro market fund is growing faster than the US market fund, does that mean the EURUSD will go up, because everyone will need the EUR to buy European stocks which are growing faster than American stocks?

 


No problem!
Upper indicator - MA-3 EURUSD
Lower indicator - FESX / YMM0 price ratio line




 
rid писал(а) >>


No problem!
The upper indicator - MA-3 EURUSD
Lower indicator - FESX / YMM0 price ratio line





Very nicely done) Surely there are many such correlating tools.

What about calculating the ratio of the first line to the second line? If we could get a base of quotes with all possible instruments, we could experiment.

Well, gentlemen, does anyone know such regularities among markets? Or it is a secret information?

Reason: