Currency correlation
for any pair, any period.
Pearson correlation between any two currencies over any time window. Identify which currencies move in sync, which diverge, and which offer true diversification.
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curl "https://api.currency-core.com/v1/correlation?base=EUR¤cies=GBP&period=5y" \
-H "Authorization: Bearer YOUR_KEY"
# Returns: {EUR_GBP": 0.847, "period": "5y"}When you need to understand co-movement.
Portfolio diversification
Identify currency pairs with low correlation to build multi-currency strategies that do not all move together during market stress.
Hedging strategy
Find proxy hedges. Currencies highly correlated with your exposure but with better liquidity or lower hedging costs.
AI analysis
Ask "how correlated are EUR and GBP?" and get a plain-language interpretation with context on what the correlation means for your use case.
Common questions
What is currency correlation?
Currency correlation measures how closely two currencies move together. A coefficient near +1 means they move in sync; near -1 means opposite directions. Computed from historical daily rates using Pearson correlation.
How do I use correlation in my app?
Set one currency as base and provide one or more in currencies. The API returns coefficients for any time window. See correlation endpoint docs.
Understand how currencies
move together.
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