FX Correlation Matrix API
How the major currency pairs move together, computed live from Yahoo Finance daily closes — no key, nothing stored. Correlation is the input every FX desk needs before sizing a book: going long EUR/USD and long GBP/USD is not two bets but one, because the pairs move almost in lockstep; shorting USD/JPY against long EUR/USD doubles the same dollar view. This API turns the majors and key crosses into the pairwise correlation grid traders use to avoid stacking the same risk and to find genuine diversifiers. The matrix endpoint returns the full correlation matrix across ~14 pairs over a chosen window. The pair endpoint returns one pair's correlation to every other, ranked — its closest co-movers and its best hedges (the most negatively correlated). The highlights endpoint surfaces the most correlated and most inversely correlated pairs across the whole grid, the actionable extremes. Correlation is computed on daily log returns aligned over common trading days. This is the FX-pair correlation cut — distinct from the cross-asset-class correlation matrix (stocks/bonds/gold/oil/crypto/dollar), the currency-strength meter, the FX heat-map (which shows the day's move, not co-movement) and the price APIs in the catalogue.
api.oanor.com/fxcorrelation-api
