相关性EURGBPAUDNZDJPYCNYCHFCADMXNINRBRLRUBKRWUSDTRY
EUR.93.13.69.24.38.73.64.65-.21.24.47.33.97-.23
GBP.93.17.70.10.55.78.76.73-.42.30.41.23.90-.41
AUD.13.17.78-.39.94.87.90.91-.84.70.47-.27.49-.90
NZD.69.70.78-.05.75.92.88.87-.62.60.52.06.80-.64
JPY.24.10-.39-.05-.61-.08-.34-.40.64-.07-.40.87.36.72
CNY.38.55.94.75-.61.77.86.91-.88.57.55-.44.36-.97
CHF.73.78.87.92-.08.77.86.87-.59.64.48.02.76-.68
CAD.64.76.90.88-.34.86.86.87-.78.44.48-.22.64-.80
MXN.65.73.91.87-.40.91.87.87-.75.61.66-.24.62-.85
INR-.21-.42-.84-.62.64-.88-.59-.78-.75-.46-.39.58-.19.91
BRL.24.30.70.60-.07.57.64.44.61-.46.23-.03.28-.51
RUB.47.41.47.52-.40.55.48.48.66-.39.23-.26.37-.53
KRW.33.23-.27.06.87-.44.02-.22-.24.58-.03-.26.43.60
USD.97.90.49.80.36.36.76.64.62-.19.28.37.43-.20
TRY-.23-.41-.90-.64.72-.97-.68-.80-.85.91-.51-.53.60-.20