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Event Analysis of FOREX based on US Unemployment release dates

Performed Event Study of the G10 currencies in response to release of unemployment data in US. In this study, I am defining the events merely by the date of release and not looking at what the Actual & Survey values are ( Part 2 : to be followed after this).
The period of observation for this event study is from Jan 1 2007 till October 30 2013. The event window is +-10 days from the day of event (21 days). The line graphs are FX rates of each currency vs USD and in each graph we are looking at the mean, Upper Confidence Level and Lower Confidence Level ( conf interval of 95%) of cumulative returns for each of the respective days in the event window. ( Bootstrap inference for the Event Study)









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Deep Dreams with Keras & Tensorflow

Made some modifications to the DeepDreamcode courtesy François Chollet and added few extra layers, changed the loss function settings a bit and viola !!!

Used the pre-trained model based on the VGG16 network architecture.

I will post the github link shortly. 

Iteration 1

                                                                            Iteration 2

                                                                          Iteration 3

Iteration 4

Iteration 5

Random !