Hi guys Im currently working on an algo, Do you know any assets correlated with GBP? I’m unable to find anything. Thanks for your help
Do you mean the GBP index or some specific currency pair like GBP/USD?
I guess it also depends over what period.
Over longer periods, returns on the UK FTSE have correlation to the GBP index (see this). But this wouldn’t be much use for an hourly/daily algo as the correlation appears over months/weeks.
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