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Correlation Risk: When Six Trades Are Really One

Risk and Capital

A trader shows me a screen with six open positions and says the book is diversified. Long EUR/USD, long GBP/USD, long AUD/USD, short USD/CHF, short USD/JPY, long gold. That is not six trades. That is one short dollar position with six different fee structures.

Currency pairs share a leg

Every FX pair contains two exposures. If the same currency appears on the same side of several positions, those positions move together by construction. The correlation is not a statistical curiosity that might fade; it is arithmetic.

PositionLongShortDollar exposure
Long EUR/USDEURUSDShort USD
Long GBP/USDGBPUSDShort USD
Short USD/CHFCHFUSDShort USD
Long XAU/USDGoldUSDShort USD

Four positions, one bet. A hawkish surprise from the Federal Reserve hits all four within the same second, and the account takes four times the loss it budgeted for one.

Three layers of correlation worth tracking

01

Shared currency

The mechanical layer. Count exposure per currency, not per pair, and cap it.

02

Shared driver

Commodity blocs, risk-on and risk-off, regional central bank cycles. Different currencies, one catalyst.

03

Shared setup

Six trades from the same pattern in the same session are one bet on that pattern working today.

The third layer is the one traders miss most often, because the positions look unrelated on the currency matrix. If every trade came from the same breakout trigger at the London open, they will fail together on the day that trigger stops working.

A simple exposure sheet

You do not need software. A column per currency and a row per open position is enough. Add the risk in each cell with the correct sign and read the totals.

  • 1List open positions and the currency risk they imply.
  • 2Net the exposure per currency in account terms.
  • 3Apply a cap: no more than 1.5 per cent of equity net-long or net-short any one currency.
  • 4Recheck before every new entry, not at the end of the day.
Practical shortcut. If you cannot state in one sentence what your whole book is betting on, the book is too complicated for the size you are running.

What to do when the sheet says you are over

Reduce the weakest expression of the same idea rather than closing the strongest. If four positions all express short dollar, keep the one with the cleanest technical structure and the tightest invalidation, and cut the rest to fit under the cap. The bet survives; the concentration does not.

Diversification is not owning more instruments. It is owning exposures that can disappoint you on different days.

Written by Adrian Vestberg — former interbank FX dealer, now running a two-person discretionary desk.