I’m curious as to what ya’ll think of my reasoning here: I’m trying to understand correlations relative to how one market may lead another. If two FX pairs are very highly inversely correlated then wouldn’t one look for the abnormalities, where they become much less correlated, as the points when one pair actually starts leading another? Because how much could any one lead the other during a high-correlation cycle? Wouldn’t the highest correlations normally occur during a trend and the…