Introduction
The FRED publishes the following indices along with USDINR (DEXINUS):
DTWEXB: Trade Weighted U.S. Dollar Index: Broad
DTWEXM: Trade Weighted U.S. Dollar Index: Major Currencies
DTWEXO: Trade Weighted U.S. Dollar Index: Other Important Trading Partners
Can the spread between USDINR and these indices be traded?
Back-test on daily returns
Should you bet on convergence, divergence of momentum?
Read: Part III
Back-test on weekly returns
Does the daily-return series analysis carry through to weekly returns?
Read: Part IV
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