Course 5 Risk management · Lesson 13 of 13

Position Correlation

Correlation is the tendency of two instruments to move together. EUR/USD and GBP/USD usually rise and fall together; EUR/USD and USD/CHF usually move in opposite directions. Two positions in correlated pairs are not two independent risks but one risk taken twice, so risking one percent on each is closer to risking two percent on a single idea. Counting exposure by theme rather than by ticket is what stops a diversified-looking account from losing everything on one move.

What you'll learn

  • Recognise the common correlations among forex pairs
  • Count risk across correlated positions
  • Use correlation deliberately rather than by accident

Common relationships

PairsRelationshipWhy
EUR/USD and GBP/USDPositiveBoth are the dollar against a European currency
EUR/USD and USD/CHFNegativeThe dollar is the base in one and the quote in the other
AUD/USD and NZD/USDPositiveBoth commodity currencies, both tied to Asia
USD/CAD and oilNegativeCanada exports oil; higher oil lifts the loonie
AUD/JPY and equity indicesPositiveBoth rise with risk appetite
Gold and USDOften negativeGold is priced in dollars

Counting exposure by theme

If you are long EUR/USD, long GBP/USD and short USD/CHF, you have three tickets and one position: short the dollar three times. A dollar rally hits all three. The honest way to size is to treat them as a single trade and split the risk budget among them, or to take one and leave the others. The same applies to a long in AUD/USD and a long in an equity index, which are both a bet on risk appetite.

Correlations change

The relationships above are tendencies, not laws. They strengthen in a crisis, when everything becomes a dollar or risk trade, and weaken in quiet markets. A correlation table, which many platforms and websites provide, shows the current values; check it before building a set of positions rather than assuming.

Using it on purpose

Correlation is also a tool. A trader who wants dollar exposure can spread it across two or three pairs to reduce the effect of one currency's own news. A trader who likes a euro idea but not a dollar idea can express it in EUR/GBP. And a trader who notices that all their trades are the same trade can stop and ask whether they meant that.

Key takeaways

  • Correlated pairs are one risk in several tickets.
  • Count exposure by theme and share the risk budget across it.
  • Correlations strengthen in stress and shift over time; check a table.
  • Use correlation to shape exposure deliberately.

Knowledge check

  1. You are long EUR/USD and short USD/CHF, each at 1 percent risk. What is your effective exposure to a dollar rally?
Move on to reading charts

Trading forex, CFDs and other leveraged products carries a high risk of losing money. This lesson is general education, not advice. Risk disclosure.

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