实测数据
Exness 交易品种相关性 — 60 交易日实测矩阵
本行情源中各交易品种的联动关系，依据 Exness MT5 历史数据的每日收盘价计算——共 21 个交易品种，统计时间为 8 月 12 日 · 07:55 UTC。
开设 Exness 账户 →相关性为何对仓位规模至关重要
在高度相关的品种上同时持有两笔仓位，其效果等同于一笔双倍手数的仓位——账户对同一波行情承担了两次风险敞口。在本样本中，相关性最高的组合是 USTEC（纳斯达克 100）与 JP225（日经 225），相关系数为 +0.92；反向相关性最强的是 EUR/USD 与 USD/CHF，为 -0.88。若交易者同时做多相关系数为 +0.9 的两个品种，实际上持有的是一笔交易，而非两笔。
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 | +0.85 | -0.43 | +0.71 | -0.66 | -0.88 | +0.81 | -0.07 | +0.27 | +0.28 | +0.23 | +0.53 | +0.58 | -0.09 | -0.18 | +0.41 | +0.30 | +0.35 | +0.24 | +0.27 | +0.21 |
| GBPUSD | +0.85 | 1.00 | -0.42 | +0.64 | -0.61 | -0.81 | +0.77 | -0.59 | +0.16 | +0.42 | +0.17 | +0.46 | +0.48 | -0.13 | -0.27 | +0.35 | +0.27 | +0.26 | +0.20 | +0.20 | +0.17 |
| USDJPY | -0.43 | -0.42 | 1.00 | -0.37 | +0.24 | +0.51 | -0.48 | +0.14 | +0.76 | +0.65 | +0.59 | -0.18 | -0.18 | +0.12 | +0.04 | -0.25 | -0.25 | -0.20 | -0.25 | -0.12 | -0.19 |
| AUDUSD | +0.71 | +0.64 | -0.37 | 1.00 | -0.44 | -0.67 | +0.82 | -0.11 | +0.11 | +0.16 | +0.52 | +0.57 | +0.63 | -0.21 | -0.04 | +0.69 | +0.51 | +0.65 | +0.49 | +0.58 | +0.27 |
| USDCAD | -0.66 | -0.61 | +0.24 | -0.44 | 1.00 | +0.61 | -0.58 | +0.15 | -0.22 | -0.27 | -0.16 | -0.38 | -0.32 | -0.22 | +0.04 | -0.03 | +0.02 | -0.00 | +0.02 | +0.03 | -0.05 |
| USDCHF | -0.88 | -0.81 | +0.51 | -0.67 | +0.61 | 1.00 | -0.77 | +0.19 | -0.08 | -0.16 | -0.11 | -0.61 | -0.61 | +0.22 | +0.25 | -0.40 | -0.38 | -0.34 | -0.33 | -0.30 | -0.29 |
| NZDUSD | +0.81 | +0.77 | -0.48 | +0.82 | -0.58 | -0.77 | 1.00 | -0.21 | +0.07 | +0.16 | +0.27 | +0.48 | +0.55 | -0.11 | -0.03 | +0.53 | +0.35 | +0.48 | +0.32 | +0.39 | +0.17 |
| EURGBP | -0.07 | -0.59 | +0.14 | -0.11 | +0.15 | +0.19 | -0.21 | 1.00 | +0.11 | -0.35 | +0.03 | -0.06 | -0.02 | +0.11 | +0.23 | -0.03 | -0.05 | +0.04 | -0.01 | +0.04 | -0.01 |
| EURJPY | +0.27 | +0.16 | +0.76 | +0.11 | -0.22 | -0.08 | +0.07 | +0.11 | 1.00 | +0.89 | +0.80 | +0.19 | +0.22 | +0.07 | -0.09 | +0.03 | -0.05 | +0.04 | -0.09 | +0.06 | -0.06 |
| GBPJPY | +0.28 | +0.42 | +0.65 | +0.16 | -0.27 | -0.16 | +0.16 | -0.35 | +0.89 | 1.00 | +0.73 | +0.20 | +0.21 | +0.02 | -0.19 | +0.04 | -0.02 | +0.02 | -0.08 | +0.04 | -0.05 |
| AUDJPY | +0.23 | +0.17 | +0.59 | +0.52 | -0.16 | -0.11 | +0.27 | +0.03 | +0.80 | +0.73 | 1.00 | +0.33 | +0.38 | -0.09 | -0.01 | +0.37 | +0.22 | +0.39 | +0.20 | +0.40 | +0.06 |
| XAUUSD | +0.53 | +0.46 | -0.18 | +0.57 | -0.38 | -0.61 | +0.48 | -0.06 | +0.19 | +0.20 | +0.33 | 1.00 | +0.91 | -0.27 | -0.10 | +0.48 | +0.48 | +0.40 | +0.53 | +0.46 | +0.42 |
| XAGUSD | +0.58 | +0.48 | -0.18 | +0.63 | -0.32 | -0.61 | +0.55 | -0.02 | +0.22 | +0.21 | +0.38 | +0.91 | 1.00 | -0.21 | +0.01 | +0.59 | +0.52 | +0.52 | +0.61 | +0.54 | +0.45 |
| USOIL | -0.09 | -0.13 | +0.12 | -0.21 | -0.22 | +0.22 | -0.11 | +0.11 | +0.07 | +0.02 | -0.09 | -0.27 | -0.21 | 1.00 | +0.24 | -0.38 | -0.54 | -0.29 | -0.40 | -0.31 | -0.37 |
| UKOIL | -0.18 | -0.27 | +0.04 | -0.04 | +0.04 | +0.25 | -0.03 | +0.23 | -0.09 | -0.19 | -0.01 | -0.10 | +0.01 | +0.24 | 1.00 | +0.00 | -0.06 | -0.00 | +0.01 | -0.04 | -0.10 |
| US500 | +0.41 | +0.35 | -0.25 | +0.69 | -0.03 | -0.40 | +0.53 | -0.03 | +0.03 | +0.04 | +0.37 | +0.48 | +0.59 | -0.38 | +0.00 | 1.00 | +0.83 | +0.92 | +0.65 | +0.77 | +0.41 |
| US30 | +0.30 | +0.27 | -0.25 | +0.51 | +0.02 | -0.38 | +0.35 | -0.05 | -0.05 | -0.02 | +0.22 | +0.48 | +0.52 | -0.54 | -0.06 | +0.83 | 1.00 | +0.61 | +0.73 | +0.51 | +0.67 |
| USTEC | +0.35 | +0.26 | -0.20 | +0.65 | -0.00 | -0.34 | +0.48 | +0.04 | +0.04 | +0.02 | +0.39 | +0.40 | +0.52 | -0.29 | -0.00 | +0.92 | +0.61 | 1.00 | +0.56 | +0.92 | +0.26 |
| DE30 | +0.24 | +0.20 | -0.25 | +0.49 | +0.02 | -0.33 | +0.32 | -0.01 | -0.09 | -0.08 | +0.20 | +0.53 | +0.61 | -0.40 | +0.01 | +0.65 | +0.73 | +0.56 | 1.00 | +0.58 | +0.74 |
| JP225 | +0.27 | +0.20 | -0.12 | +0.58 | +0.03 | -0.30 | +0.39 | +0.04 | +0.06 | +0.04 | +0.40 | +0.46 | +0.54 | -0.31 | -0.04 | +0.77 | +0.51 | +0.92 | +0.58 | 1.00 | +0.32 |
| UK100 | +0.21 | +0.17 | -0.19 | +0.27 | -0.05 | -0.29 | +0.17 | -0.01 | -0.06 | -0.05 | +0.06 | +0.42 | +0.45 | -0.37 | -0.10 | +0.41 | +0.67 | +0.26 | +0.74 | +0.32 | 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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