{"id":2091523,"date":"2018-11-06T12:24:47","date_gmt":"2018-11-06T06:54:47","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2091523"},"modified":"2018-11-15T10:34:20","modified_gmt":"2018-11-15T05:04:20","slug":"usdinr-and-dollar-indices","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2018\/11\/06\/usdinr-and-dollar-indices\/","title":{"rendered":"USDINR and Dollar Indices"},"content":{"rendered":"<h3>Introduction<\/h3>\n<p>The FRED publishes the following indices along with USDINR (<strong>DEXINUS<\/strong>):<br \/>\n<strong>DTWEXB<\/strong>: Trade Weighted U.S. Dollar Index: Broad<br \/>\n<strong>DTWEXM<\/strong>: Trade Weighted U.S. Dollar Index: Major Currencies<br \/>\n<strong>DTWEXO<\/strong>: Trade Weighted U.S. Dollar Index: Other Important Trading Partners<\/p>\n<h3>Can the spread between USDINR and these indices be traded?<\/h3>\n<p>Introduction: <a href=\"https:\/\/stockviz.biz\/2018\/11\/02\/usdinr-and-dollar-indices-part-i\/\">Part I<\/a>, <a href=\"https:\/\/stockviz.biz\/2018\/11\/05\/usdinr-and-dollar-indices-part-ii\/\">Part II<\/a><\/p>\n<h4>Back-test on daily returns<\/h4>\n<p>Should you bet on convergence, divergence of momentum?<br \/>\nRead: <a href=\"http:\/\/stockviz.biz\/index.php\/2018\/11\/06\/usdinr-and-dollar-indices-part-iii\/\">Part III<\/a><\/p>\n<h4>Back-test on weekly returns<\/h4>\n<p>Does the daily-return series analysis carry through to weekly returns?<br \/>\nRead: <a href=\"http:\/\/stockviz.biz\/index.php\/2018\/11\/06\/usdinr-and-dollar-indices-part-iv\/\">Part IV<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>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? Introduction: Part I, Part II Back-test on daily returns &hellip; <\/p>\n","protected":false},"author":2,"featured_media":2091073,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3933],"tags":[3371,2721],"class_list":["post-2091523","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-collections","tag-pair-trading","tag-usdinr","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091523","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2091523"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091523\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2091073"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2091523"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2091523"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2091523"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}