Creating an FX Correlation Heatmap in Python

How to Create a Correlation Heatmap in Python to Aid in Currency Trading

Correlations across different assets and markets is crucial to determine any directional bias and trigger for a trade. If we have a buy signal on one asset and a sell signal on another, but yet they are almost perfectly correlated then we know that one of the signals is wrong because empirically, we have the information that they move together in the sa…