Tuesday, March 29, 2011

World map of volatility

World map showing the monthly relative volatility of 23 major forex pairs over a timespan of about 20 years. 100% is the normal average volatility of the pair in the entire timeframe. Interesting to note is the 'tempest' in international markets just before 2009's crash, and the calm climate of the USDCHF pair during the recent financial crisis. (worldmap img from

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