Correlation between exotic pairs is not stable. USD/TRY might correlate 0.7 with USD/MXN in one regime and -0.3 in another, depending on whe

Correlation between exotic pairs is not stable. USD/TRY might correlate 0.7 with USD/MXN in one regime and -0.3 in another, depending on whether the dominant driver is EM risk appetite or a country-specific shock. Building a multi-timeframe correlation matrix lets you detect these shifts before they appear on your chart.Architecture:Data layer: Fetch 1-hour OHLC for 8 exotic pairs (USD/TRY, USD/MXN, USD/ZAR, USD/PLN, USD/HUF, EUR/PLN, EUR/HUF, USD/BRL) using yfinance or your broker API.Correlation engine: Compute rolling Pearson correlations at three windows - 24 bars (1 day), 96 bars (4 days), and 480 bars (20 days). Store each in a NumPy array...