The university hub provides in-depth articles written by Walter Moya (graduate programmer at ClickAlgo), who has a Master of Science in engineering focusing on data science, artificial intelligence, and statistics using computational languages like Python, R, and C#. The first article of many will focus on the Minimum Correlated Portfolio Construction in the Foreign Exchange.
In the foreign exchange market, investors and traders seek to understand connections between currency pairs to make informed decisions. This article explores currency correlations, ranging from common pairs like Euro Dollar to less conventional combinations. It focuses on liquid pairs such as EURUSD, USDJPY & GBPUSD which are crucial for automated trading. It explores correlation calculation methods, from the classic Pearson to Spearman and Kendall, each with its pros and cons.