EURUSD futures, oil, gold. There are others but those are behaving well lately. Aussie dollar behaves ok too but has a little more overlap. I'm looking into ways to measure overlap, but still scratching my head a little. I would love some solid statistics to give me an idea on the probability of an overlap in any given market. Trying to write an indicator that will give me a percentage value based on recent market action.
Digging around in some old mathematics textbooks from uni and I remember why I hated the mathematics lectures. I don't care about proving stuff, give me maths I can apply in the real world!!!
Just realized I'm starting to sound like a quant lol.
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