Correlación de instrumentos en Exness — Matriz medida de 60 sesiones
Cómo se mueven en conjunto los instrumentos de este feed, calculado a partir de los cierres diarios del historial de MT5 de Exness: 21 instrumentos, medido el 9 oct · 07:59 UTC.
Abrir Cuenta Exness →Por qué la correlación importa para dimensionar posiciones
Dos posiciones abiertas en instrumentos fuertemente correlacionados se comportan como una sola posición del doble de tamaño: la cuenta queda expuesta dos veces a un mismo movimiento. En esta muestra, el par más correlacionado fue EUR/JPY y GBP/JPY con +0.95, y el más inverso fue EUR/USD y USD/CAD con -0.70. Un trader en largo en ambas mitades de un par con +0.9 tiene una sola operación, no dos.
Correlación de los rendimientos diarios (últimas ~60 sesiones)
| EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | USDCHF | NZDUSD | EURGBP | EURJPY | GBPJPY | AUDJPY | XAUUSD | XAGUSD | USOIL | UKOIL | US500 | US30 | USTEC | DE30 | JP225 | UK100 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 1.00 | +0.85 | -0.50 | +0.68 | -0.70 | -0.67 | +0.82 | +0.27 | +0.04 | -0.05 | +0.01 | +0.54 | +0.54 | -0.08 | +0.16 | +0.24 | +0.33 | +0.13 | +0.10 | -0.00 | +0.17 |
| GBPUSD | +0.85 | 1.00 | -0.42 | +0.66 | -0.61 | -0.55 | +0.83 | -0.27 | +0.04 | +0.12 | +0.07 | +0.42 | +0.45 | -0.08 | +0.17 | +0.20 | +0.28 | +0.09 | +0.11 | +0.05 | +0.12 |
| USDJPY | -0.50 | -0.42 | 1.00 | -0.49 | +0.49 | +0.48 | -0.42 | -0.13 | +0.85 | +0.85 | +0.70 | -0.35 | -0.34 | +0.17 | -0.14 | -0.33 | -0.43 | -0.21 | -0.23 | -0.05 | -0.16 |
| AUDUSD | +0.68 | +0.66 | -0.49 | 1.00 | -0.57 | -0.56 | +0.73 | +0.03 | -0.15 | -0.15 | +0.27 | +0.52 | +0.64 | -0.33 | +0.17 | +0.50 | +0.54 | +0.43 | +0.42 | +0.35 | +0.35 |
| USDCAD | -0.70 | -0.61 | +0.49 | -0.57 | 1.00 | +0.66 | -0.61 | -0.18 | +0.13 | +0.19 | +0.07 | -0.59 | -0.55 | -0.14 | -0.13 | -0.12 | -0.22 | +0.01 | +0.01 | +0.02 | -0.01 |
| USDCHF | -0.67 | -0.55 | +0.48 | -0.56 | +0.66 | 1.00 | -0.64 | -0.22 | +0.14 | +0.20 | +0.07 | -0.58 | -0.58 | +0.08 | -0.29 | -0.23 | -0.30 | -0.17 | -0.02 | -0.06 | +0.07 |
| NZDUSD | +0.82 | +0.83 | -0.42 | +0.73 | -0.61 | -0.64 | 1.00 | -0.02 | +0.01 | +0.02 | +0.13 | +0.54 | +0.56 | -0.19 | +0.12 | +0.25 | +0.32 | +0.18 | +0.26 | +0.15 | +0.24 |
| EURGBP | +0.27 | -0.27 | -0.13 | +0.03 | -0.18 | -0.22 | -0.02 | 1.00 | +0.02 | -0.31 | -0.12 | +0.21 | +0.17 | +0.01 | -0.02 | +0.08 | +0.09 | +0.05 | -0.02 | -0.11 | +0.09 |
| EURJPY | +0.04 | +0.04 | +0.85 | -0.15 | +0.13 | +0.14 | +0.01 | +0.02 | 1.00 | +0.95 | +0.81 | -0.07 | -0.06 | +0.15 | -0.06 | -0.23 | -0.30 | -0.17 | -0.20 | -0.06 | -0.09 |
| GBPJPY | -0.05 | +0.12 | +0.85 | -0.15 | +0.19 | +0.20 | +0.02 | -0.31 | +0.95 | 1.00 | +0.81 | -0.13 | -0.11 | +0.14 | -0.05 | -0.24 | -0.31 | -0.18 | -0.19 | -0.02 | -0.11 |
| AUDJPY | +0.01 | +0.07 | +0.70 | +0.27 | +0.07 | +0.07 | +0.13 | -0.12 | +0.81 | +0.81 | 1.00 | +0.04 | +0.15 | -0.08 | -0.01 | +0.05 | -0.03 | +0.12 | +0.09 | +0.23 | +0.11 |
| XAUUSD | +0.54 | +0.42 | -0.35 | +0.52 | -0.59 | -0.58 | +0.54 | +0.21 | -0.07 | -0.13 | +0.04 | 1.00 | +0.91 | -0.18 | +0.37 | +0.31 | +0.41 | +0.20 | +0.12 | +0.29 | +0.14 |
| XAGUSD | +0.54 | +0.45 | -0.34 | +0.64 | -0.55 | -0.58 | +0.56 | +0.17 | -0.06 | -0.11 | +0.15 | +0.91 | 1.00 | -0.24 | +0.38 | +0.44 | +0.42 | +0.39 | +0.24 | +0.44 | +0.17 |
| USOIL | -0.08 | -0.08 | +0.17 | -0.33 | -0.14 | +0.08 | -0.19 | +0.01 | +0.15 | +0.14 | -0.08 | -0.18 | -0.24 | 1.00 | +0.01 | -0.62 | -0.54 | -0.64 | -0.61 | -0.48 | -0.33 |
| UKOIL | +0.16 | +0.17 | -0.14 | +0.17 | -0.13 | -0.29 | +0.12 | -0.02 | -0.06 | -0.05 | -0.01 | +0.37 | +0.38 | +0.01 | 1.00 | +0.08 | +0.26 | -0.05 | +0.07 | +0.09 | +0.07 |
| US500 | +0.24 | +0.20 | -0.33 | +0.50 | -0.12 | -0.23 | +0.25 | +0.08 | -0.23 | -0.24 | +0.05 | +0.31 | +0.44 | -0.62 | +0.08 | 1.00 | +0.84 | +0.91 | +0.71 | +0.67 | +0.37 |
| US30 | +0.33 | +0.28 | -0.43 | +0.54 | -0.22 | -0.30 | +0.32 | +0.09 | -0.30 | -0.31 | -0.03 | +0.41 | +0.42 | -0.54 | +0.26 | +0.84 | 1.00 | +0.59 | +0.68 | +0.39 | +0.39 |
| USTEC | +0.13 | +0.09 | -0.21 | +0.43 | +0.01 | -0.17 | +0.18 | +0.05 | -0.17 | -0.18 | +0.12 | +0.20 | +0.39 | -0.64 | -0.05 | +0.91 | +0.59 | 1.00 | +0.62 | +0.79 | +0.26 |
| DE30 | +0.10 | +0.11 | -0.23 | +0.42 | +0.01 | -0.02 | +0.26 | -0.02 | -0.20 | -0.19 | +0.09 | +0.12 | +0.24 | -0.61 | +0.07 | +0.71 | +0.68 | +0.62 | 1.00 | +0.53 | +0.60 |
| JP225 | -0.00 | +0.05 | -0.05 | +0.35 | +0.02 | -0.06 | +0.15 | -0.11 | -0.06 | -0.02 | +0.23 | +0.29 | +0.44 | -0.48 | +0.09 | +0.67 | +0.39 | +0.79 | +0.53 | 1.00 | +0.17 |
| UK100 | +0.17 | +0.12 | -0.16 | +0.35 | -0.01 | +0.07 | +0.24 | +0.09 | -0.09 | -0.11 | +0.11 | +0.14 | +0.17 | -0.33 | +0.07 | +0.37 | +0.39 | +0.26 | +0.60 | +0.17 | 1.00 |
+1.00 = los instrumentos se movieron juntos en cada sesión; −1.00 = se movieron en sentido opuesto; cerca de 0 = independientes. Verde = positiva, rojo = negativa; color más intenso = vínculo más fuerte.
Léela con cuidado
- 60 cierres diarios es una ventana corta: toma los valores como indicativos, no como fijos.
- Las correlaciones cambian con el contexto macro y pueden invertirse en mercados bajo estrés.
- Los instrumentos cripto operan una semana de 7 días y se omiten: su serie diaria no coincide barra por barra con los mercados de 5 días.
- La correlación no dice nada sobre la dirección, solo sobre moverse juntos.
Medido en la terminal con el feed de precios y las especificaciones de símbolos de MetaTrader 5 propio de Exness, actualizado de forma programada. Todas las cifras son indicativas y cambian según las condiciones del mercado.
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