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USD vs. EUR Exchange Rate and Market Performance
Alex Kimura
posted

Hi everyone,

My name is Alex, and I'm a sophomore at Boston University. For the past semester, I've been learning about Quantitative Finance in the BU Finance and Investment Club.

I've been trying to learn more about the Quantopian research environment, so I decided to do an economic hypothesis test about the USD vs. EUR Exchange Rate and Market Performance. I used data from Quandl (https://www.quantopian.com/data/quandl/currfx_usdeur) and tested it to the S&P 500. I tested a hypothesis of "when the exchange rate returns are up, the market returns increases."

I just wanted to share what I found, and if anybody has any feedback on my notebook, I would greatly appreciate it.
Thanks!

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