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Agelos Evagelos Rizos
Published product
CorrelEdge — Multi-Asset Correlation Signal Indicator Most indicators watch one asset. CorrelEdge watches four — simultaneously. By tracking the real-time correlation matrix between Gold, Silver, EUR/USD and GBP/USD, the indicator identifies statistically significant divergences that historically revert to the mean. Mathematical Foundation CorrelEdge uses a rolling covariance matrix (N=100 periods) to compute a Z-Score for all 6 correlation pairs. A signal only fires on a statistically rare