Creating an FX Correlation Heatmap in Python.

How to Create a Correlation Heatmap in Python to Aid in Currency Trading.

Sofien Kaabar, CFA

--

Correlations across different assets and markets is crucial to determine any directional bias and trigger for a trade. If we have a buy signal on one asset and a sell signal on another, but yet they are almost perfectly correlated then we know that one of the…

--

--