Forex Pairs Trade

Pairs Trade usually requires the following sequence.

(A). Select two, moving similarly
(B). Wait their spread getting wider
(C). Sell out-performing one, buy under-performing one
(D). If their spread converge, close your position.

For (A), it can be measured by correlation. For(B),(C),(D), they can be measured by spread, a distance of current prices from their average.

This application provides, correlation, partial correlation, hedge ratio and spread, with durations of 1 week, 2 weeks, 1 month, 3 months, 6 months and 1 year.

From version 1.1,
show relation chart using Bayesian network.
show moving correlation chart of multiple durations.