Forex Correlation Matrix Dashboard

A professional forex correlation analysis tool that visualises cross-pair relationships in real-time and alerts you when correlations break down — signalling potential trading opportunities.

Correlation Matrix:

• 28+ major, minor, and exotic pairs
• Real-time correlation coefficients updated every tick
• Color-coded heatmap (green = positive, red = negative)
• Sortable by strongest/weakest correlation
• Click any cell for detailed pair analysis

Rolling Windows:

• 1-hour, 4-hour, daily, weekly, monthly correlations
• Side-by-side comparison across timeframes
• Correlation stability indicator
• Historical correlation chart per pair combo

Divergence Detection:

• Alert when historically correlated pairs diverge
• Divergence magnitude scoring
• Mean reversion probability estimation
• Z-score based threshold alerts
• Backtested divergence strategy performance

Analysis Tools:

• Portfolio correlation analysis — check if your trades are correlated
• Currency strength meter derived from correlations
• Sector grouping (USD pairs, JPY pairs, commodity currencies)
• Correlation regime change detection
• Covariance matrix for position sizing

Reporting:

• Exportable matrix to CSV and PDF
• Weekly correlation report
• Alert history with outcome tracking
• API access for integration with bots

Tech Stack:

• Next.js 14 + TypeScript
• Real-time data via WebSocket feeds
• PostgreSQL + TimescaleDB
• D3.js for heatmap visualisation
• Docker Compose deployment