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, medidos el 30 ago · 07:45 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 con mayor correlación fue USTEC (Nasdaq 100) y JP225 (Nikkei 225), con +0.90, y el más inverso fue EUR/USD y USD/CHF, con -0.87. Un trader que está largo en ambas partes de un par de +0.9 mantiene 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 | +0.79 | -0.49 | +0.61 | -0.67 | -0.87 | +0.77 | +0.07 | +0.11 | +0.07 | +0.02 | +0.53 | +0.53 | -0.06 | -0.06 | +0.21 | +0.05 | +0.24 | +0.17 | +0.23 | +0.10 |
| GBPUSD | +0.79 | 1.00 | -0.42 | +0.56 | -0.57 | -0.73 | +0.74 | -0.56 | +0.04 | +0.30 | +0.05 | +0.44 | +0.41 | -0.11 | -0.07 | +0.22 | +0.07 | +0.21 | +0.16 | +0.20 | +0.06 |
| USDJPY | -0.49 | -0.42 | 1.00 | -0.38 | +0.27 | +0.55 | -0.49 | +0.03 | +0.82 | +0.74 | +0.66 | -0.19 | -0.17 | +0.12 | +0.29 | -0.28 | -0.28 | -0.21 | -0.24 | -0.12 | -0.15 |
| AUDUSD | +0.61 | +0.56 | -0.38 | 1.00 | -0.45 | -0.54 | +0.76 | -0.09 | -0.04 | +0.01 | +0.44 | +0.47 | +0.51 | -0.18 | -0.08 | +0.52 | +0.34 | +0.55 | +0.38 | +0.54 | +0.13 |
| USDCAD | -0.67 | -0.57 | +0.27 | -0.45 | 1.00 | +0.64 | -0.64 | +0.03 | -0.13 | -0.13 | -0.10 | -0.47 | -0.41 | -0.19 | +0.17 | +0.02 | +0.12 | -0.04 | -0.03 | -0.10 | -0.06 |
| USDCHF | -0.87 | -0.73 | +0.55 | -0.54 | +0.64 | 1.00 | -0.71 | +0.00 | +0.05 | +0.05 | +0.09 | -0.58 | -0.53 | +0.16 | +0.05 | -0.20 | -0.15 | -0.21 | -0.19 | -0.22 | -0.13 |
| NZDUSD | +0.77 | +0.74 | -0.49 | +0.76 | -0.64 | -0.71 | 1.00 | -0.16 | -0.06 | +0.02 | +0.13 | +0.45 | +0.48 | -0.05 | -0.06 | +0.32 | +0.11 | +0.35 | +0.20 | +0.32 | +0.00 |
| EURGBP | +0.07 | -0.56 | +0.03 | -0.09 | +0.03 | +0.00 | -0.16 | 1.00 | +0.08 | -0.39 | -0.04 | +0.01 | +0.04 | +0.09 | +0.03 | -0.06 | -0.04 | -0.01 | -0.03 | -0.02 | +0.02 |
| EURJPY | +0.11 | +0.04 | +0.82 | -0.04 | -0.13 | +0.05 | -0.06 | +0.08 | 1.00 | +0.89 | +0.77 | +0.13 | +0.16 | +0.11 | +0.29 | -0.18 | -0.28 | -0.08 | -0.17 | +0.01 | -0.12 |
| GBPJPY | +0.07 | +0.30 | +0.74 | +0.01 | -0.13 | +0.05 | +0.02 | -0.39 | +0.89 | 1.00 | +0.73 | +0.12 | +0.12 | +0.06 | +0.26 | -0.14 | -0.24 | -0.07 | -0.14 | +0.02 | -0.12 |
| AUDJPY | +0.02 | +0.05 | +0.66 | +0.44 | -0.10 | +0.09 | +0.13 | -0.04 | +0.77 | +0.73 | 1.00 | +0.20 | +0.25 | -0.04 | +0.22 | +0.15 | +0.01 | +0.25 | +0.07 | +0.32 | -0.04 |
| XAUUSD | +0.53 | +0.44 | -0.19 | +0.47 | -0.47 | -0.58 | +0.45 | +0.01 | +0.13 | +0.12 | +0.20 | 1.00 | +0.90 | -0.15 | +0.05 | +0.16 | +0.19 | +0.15 | +0.29 | +0.33 | +0.22 |
| XAGUSD | +0.53 | +0.41 | -0.17 | +0.51 | -0.41 | -0.53 | +0.48 | +0.04 | +0.16 | +0.12 | +0.25 | +0.90 | 1.00 | -0.10 | +0.07 | +0.32 | +0.23 | +0.32 | +0.44 | +0.44 | +0.21 |
| USOIL | -0.06 | -0.11 | +0.12 | -0.18 | -0.19 | +0.16 | -0.05 | +0.09 | +0.11 | +0.06 | -0.04 | -0.15 | -0.10 | 1.00 | +0.08 | -0.46 | -0.53 | -0.35 | -0.35 | -0.28 | -0.25 |
| UKOIL | -0.06 | -0.07 | +0.29 | -0.08 | +0.17 | +0.05 | -0.06 | +0.03 | +0.29 | +0.26 | +0.22 | +0.05 | +0.07 | +0.08 | 1.00 | -0.13 | -0.10 | -0.18 | -0.09 | -0.16 | -0.16 |
| US500 | +0.21 | +0.22 | -0.28 | +0.52 | +0.02 | -0.20 | +0.32 | -0.06 | -0.18 | -0.14 | +0.15 | +0.16 | +0.32 | -0.46 | -0.13 | 1.00 | +0.79 | +0.90 | +0.58 | +0.74 | +0.29 |
| US30 | +0.05 | +0.07 | -0.28 | +0.34 | +0.12 | -0.15 | +0.11 | -0.04 | -0.28 | -0.24 | +0.01 | +0.19 | +0.23 | -0.53 | -0.10 | +0.79 | 1.00 | +0.53 | +0.69 | +0.44 | +0.61 |
| USTEC | +0.24 | +0.21 | -0.21 | +0.55 | -0.04 | -0.21 | +0.35 | -0.01 | -0.08 | -0.07 | +0.25 | +0.15 | +0.32 | -0.35 | -0.18 | +0.90 | +0.53 | 1.00 | +0.45 | +0.90 | +0.11 |
| DE30 | +0.17 | +0.16 | -0.24 | +0.38 | -0.03 | -0.19 | +0.20 | -0.03 | -0.17 | -0.14 | +0.07 | +0.29 | +0.44 | -0.35 | -0.09 | +0.58 | +0.69 | +0.45 | 1.00 | +0.45 | +0.67 |
| JP225 | +0.23 | +0.20 | -0.12 | +0.54 | -0.10 | -0.22 | +0.32 | -0.02 | +0.01 | +0.02 | +0.32 | +0.33 | +0.44 | -0.28 | -0.16 | +0.74 | +0.44 | +0.90 | +0.45 | 1.00 | +0.18 |
| UK100 | +0.10 | +0.06 | -0.15 | +0.13 | -0.06 | -0.13 | +0.00 | +0.02 | -0.12 | -0.12 | -0.04 | +0.22 | +0.21 | -0.25 | -0.16 | +0.29 | +0.61 | +0.11 | +0.67 | +0.18 | 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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