Arnaud There is another website that has XAUUSD correlation. I also found an free indicator that uses the pearson calculation.
But, when I use the indicator, AUDUSD EURUSD lines up with what you and the other website has for correlations,, but XAUUSD and EURUSD does not line up with what the other website has for correlations.
There is another website[different to the one I mean above] but their correlations do not add up with yours at all , and even though they have all the USDX, XAUUSD I don't use them since they I'm guessing they use a nonpearson method to come to a correlation calculation. Is XAUUSD, USDX, maybe some others, still possible or its hard to get those ones onto mataf?