摘要：The following article considers the practical use of temporary connections that arise between different exchange assets. The concrete recommendations to build a trading strategy based on the theory of market focuses are proposed. The main idea in this case is that strong positive correlation between two exchange assets let us make a conclusion that in case of big movement in one asset we can wait for equivalent changes in other exchange asset. The paper proposes the use of two types of correlations between exchange assets:"slow” (used to determine the pres ence of relationship between exchange assets) and "fast” (used for the definition of divergence and convergence). Based on the values of "slow” and "fast” correlation decisions on entry and exit positions can be done.
