Eine Korrelationsmatrix ist ein leistungsfähiges Datentool, mit dem sich die Stärke und Richtung der Beziehungen zwischen mehreren Variablen visualisieren lassen. Im Handel und bei Investitionen wird sie häufig verwendet, um zu ermitteln, wie sich verschiedene Vermögenswerte im Verhältnis zueinander bewegen, was für das Risikomanagement, die Strategieentwicklung und die Portfoliooptimierung entscheidend sein kann.

How to Read It

Each cell in the matrix displays a correlation coefficient between two variables (or assets), ranging from –1 to +1:

• +1: Perfect positive correlation — both variables move in the same direction
• –1: Perfect negative correlation — one variable rises as the other falls
• 0: No correlation — movements are unrelated

Interpreting Correlation Strength

• 0.80 to 1.00: Very strong positive correlation
• 0.60 to 0.79: Strong correlation
• 0.40 to 0.59: Moderate correlation
• 0.20 to 0.39: Weak correlation
• 0.00 to 0.19: Very weak or no correlation

For example, if two stocks have a correlation of 0.75, they likely move together most of the time.

Why Use a Correlation Matrix in FX Replay

• Identify Relationships: Understand how markets, pairs, or indicators behave relative to one another
• Improve Diversification: Find assets that move differently to reduce overall portfolio risk
• Validate Strategies: See how indicators or asset pairs align or diverge over time
• Predict Market Behavior: Use strong relationships to anticipate how one market move may affect another

You can use correlation matrices in your FX Replay workflow to backtest multi-asset strategies, evaluate risk exposure, or find asset pairs that behave predictably together (or apart).