实测数据
Exness 交易品种相关性 — 60 交易日实测矩阵
本数据源中各交易品种的联动走势，基于 Exness MT5 历史数据的每日收盘价计算——共 21 个品种，测算于 7 月 18 日 · 15:58 CST。
开设 Exness 账户 →相关性为何对仓位规模至关重要
在两个高度相关的品种上同时持仓，效果等同于把一笔仓位翻倍——账户等于对同一波行情承担了两次风险。本次采样中相关性最高的一对是 US500（标普 500）与 USTEC（纳斯达克 100），为 +0.90；负相关最强的是 EUR/USD 与 USD/CHF，为 -0.85。同时做多 +0.9 相关对的两条腿，实际上只是一笔交易，而不是两笔。
每日收益的相关性（最近约 60 个交易日）
| EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | USDCHF | NZDUSD | EURGBP | EURJPY | GBPJPY | AUDJPY | XAUUSD | XAGUSD | USOIL | UKOIL | US500 | US30 | USTEC | DE30 | JP225 | UK100 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 1.00 | +0.84 | -0.51 | +0.78 | -0.64 | -0.85 | +0.76 | -0.21 | +0.73 | +0.68 | +0.60 | +0.62 | +0.64 | -0.18 | +0.01 | +0.52 | +0.43 | +0.41 | +0.34 | +0.32 | +0.06 |
| GBPUSD | +0.84 | 1.00 | -0.50 | +0.68 | -0.57 | -0.76 | +0.65 | -0.71 | +0.56 | +0.87 | +0.49 | +0.56 | +0.56 | -0.25 | -0.07 | +0.40 | +0.40 | +0.27 | +0.39 | +0.22 | -0.01 |
| USDJPY | -0.51 | -0.50 | 1.00 | -0.39 | +0.34 | +0.62 | -0.38 | +0.24 | +0.21 | -0.00 | +0.05 | -0.57 | -0.46 | +0.34 | +0.13 | -0.26 | -0.36 | -0.15 | -0.40 | -0.22 | -0.35 |
| AUDUSD | +0.78 | +0.68 | -0.39 | 1.00 | -0.59 | -0.71 | +0.78 | -0.20 | +0.58 | +0.56 | +0.90 | +0.73 | +0.75 | -0.22 | -0.21 | +0.74 | +0.59 | +0.66 | +0.59 | +0.59 | +0.13 |
| USDCAD | -0.64 | -0.57 | +0.34 | -0.59 | 1.00 | +0.58 | -0.61 | +0.19 | -0.45 | -0.46 | -0.48 | -0.37 | -0.35 | -0.06 | -0.13 | -0.24 | -0.16 | -0.14 | -0.16 | -0.02 | +0.01 |
| USDCHF | -0.85 | -0.76 | +0.62 | -0.71 | +0.58 | 1.00 | -0.72 | +0.27 | -0.48 | -0.52 | -0.48 | -0.72 | -0.64 | +0.33 | +0.06 | -0.54 | -0.56 | -0.39 | -0.44 | -0.33 | -0.21 |
| NZDUSD | +0.76 | +0.65 | -0.38 | +0.78 | -0.61 | -0.72 | 1.00 | -0.18 | +0.57 | +0.53 | +0.66 | +0.58 | +0.60 | -0.27 | -0.03 | +0.59 | +0.50 | +0.47 | +0.41 | +0.30 | -0.02 |
| EURGBP | -0.21 | -0.71 | +0.24 | -0.20 | +0.19 | +0.27 | -0.18 | 1.00 | -0.04 | -0.68 | -0.10 | -0.20 | -0.17 | +0.21 | +0.13 | -0.04 | -0.16 | +0.04 | -0.26 | +0.01 | +0.08 |
| EURJPY | +0.73 | +0.56 | +0.21 | +0.58 | -0.45 | -0.48 | +0.57 | -0.04 | 1.00 | +0.76 | +0.73 | +0.25 | +0.36 | +0.06 | +0.11 | +0.39 | +0.21 | +0.35 | +0.07 | +0.19 | -0.21 |
| GBPJPY | +0.68 | +0.87 | -0.00 | +0.56 | -0.46 | -0.52 | +0.53 | -0.68 | +0.76 | 1.00 | +0.60 | +0.31 | +0.38 | -0.09 | +0.00 | +0.31 | +0.26 | +0.23 | +0.22 | +0.13 | -0.21 |
| AUDJPY | +0.60 | +0.49 | +0.05 | +0.90 | -0.48 | -0.48 | +0.66 | -0.10 | +0.73 | +0.60 | 1.00 | +0.52 | +0.60 | -0.08 | -0.16 | +0.69 | +0.46 | +0.64 | +0.45 | +0.54 | -0.02 |
| XAUUSD | +0.62 | +0.56 | -0.57 | +0.73 | -0.37 | -0.72 | +0.58 | -0.20 | +0.25 | +0.31 | +0.52 | 1.00 | +0.88 | -0.43 | -0.25 | +0.69 | +0.70 | +0.54 | +0.62 | +0.51 | +0.26 |
| XAGUSD | +0.64 | +0.56 | -0.46 | +0.75 | -0.35 | -0.64 | +0.60 | -0.17 | +0.36 | +0.38 | +0.60 | +0.88 | 1.00 | -0.30 | -0.17 | +0.68 | +0.63 | +0.55 | +0.58 | +0.49 | +0.12 |
| USOIL | -0.18 | -0.25 | +0.34 | -0.22 | -0.06 | +0.33 | -0.27 | +0.21 | +0.06 | -0.09 | -0.08 | -0.43 | -0.30 | 1.00 | +0.19 | -0.36 | -0.53 | -0.27 | -0.43 | -0.34 | -0.26 |
| UKOIL | +0.01 | -0.07 | +0.13 | -0.21 | -0.13 | +0.06 | -0.03 | +0.13 | +0.11 | +0.00 | -0.16 | -0.25 | -0.17 | +0.19 | 1.00 | -0.21 | -0.31 | -0.17 | -0.42 | -0.14 | -0.06 |
| US500 | +0.52 | +0.40 | -0.26 | +0.74 | -0.24 | -0.54 | +0.59 | -0.04 | +0.39 | +0.31 | +0.69 | +0.69 | +0.68 | -0.36 | -0.21 | 1.00 | +0.79 | +0.90 | +0.64 | +0.75 | +0.21 |
| US30 | +0.43 | +0.40 | -0.36 | +0.59 | -0.16 | -0.56 | +0.50 | -0.16 | +0.21 | +0.26 | +0.46 | +0.70 | +0.63 | -0.53 | -0.31 | +0.79 | 1.00 | +0.55 | +0.72 | +0.47 | +0.43 |
| USTEC | +0.41 | +0.27 | -0.15 | +0.66 | -0.14 | -0.39 | +0.47 | +0.04 | +0.35 | +0.23 | +0.64 | +0.54 | +0.55 | -0.27 | -0.17 | +0.90 | +0.55 | 1.00 | +0.53 | +0.90 | +0.13 |
| DE30 | +0.34 | +0.39 | -0.40 | +0.59 | -0.16 | -0.44 | +0.41 | -0.26 | +0.07 | +0.22 | +0.45 | +0.62 | +0.58 | -0.43 | -0.42 | +0.64 | +0.72 | +0.53 | 1.00 | +0.54 | +0.37 |
| JP225 | +0.32 | +0.22 | -0.22 | +0.59 | -0.02 | -0.33 | +0.30 | +0.01 | +0.19 | +0.13 | +0.54 | +0.51 | +0.49 | -0.34 | -0.14 | +0.75 | +0.47 | +0.90 | +0.54 | 1.00 | +0.23 |
| UK100 | +0.06 | -0.01 | -0.35 | +0.13 | +0.01 | -0.21 | -0.02 | +0.08 | -0.21 | -0.21 | -0.02 | +0.26 | +0.12 | -0.26 | -0.06 | +0.21 | +0.43 | +0.13 | +0.37 | +0.23 | 1.00 |
+1.00 = 两个品种每个交易时段同向波动；−1.00 = 反向波动；接近 0 = 相互独立。绿色为正相关，红色为负相关；颜色越深，关联越强。
请谨慎解读
- 60 个每日收盘价是一个较短的观察窗口——请将数值视为参考性指标，而非固定结论。
- 相关性会随宏观环境而变化，在市场承压时可能发生反转。
- 加密货币品种以 7 天为一周进行交易，故予以剔除——其每日序列无法与 5 天交易市场的行情逐根 K 线对齐。
- 相关性并不说明方向——只说明是否同向波动。
在终端内基于 Exness 自有的 MetaTrader 5 报价数据源及品种规格测定，并按计划定期刷新。所有数据仅供参考，并会随市场行情变化。
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