The world remains turbulent; perhaps we shouldn't rely solely on gold as a single traditional hedging strategy. Maybe we could also appropriately allocate to a Swiss franc quantitative model strategy.
I subscribed to this API for CHFUSD hedging model strategy backtesting, https://rapidapi.com/yanbiantian/api/chfusd-fx-factor-pro-api. This API is pretty good, especially suitable for monetary policy model development. ```json { "date": "2003-12-31", "values": { "FX_RATE_CHFUSD": 1.238027, "SNB_SIGHT_DEPOSIT_RATE": 3.0, "FED_FUNDS_RATE": 1.0, "FED_SNB_RATE_SPREAD": -1.998226, "IS_INTERPOLATED": 0 }, "quality": { "is_interpolated": false, "data_source": "SNB/FRB official data", "has_noise": true } "factor_details": { "FX_RATE_CHFUSD": { "description": "CHF/USD Spot Exchange Rate", "unit": "CHF per USD" }, "SNB_SIGHT_DEPOSIT_RATE": { "description": "SNB Policy Rate", "unit": "Percentage" }, "FED_FUNDS_RATE": { "description": "Federal Funds Effective Rate", "unit": "Percentage" }, "FED_SNB_RATE_SPREAD": { "description": "Fed-SNB Policy Rate Spread", "unit": "Basis Points" }, "IS_INTERPOLATED": { "description": "Data Interpolation Flag (Proprietary Linear Interpolation System)", "unit": "Boolean" } }, "noise_config": { "level": 0.0007, "applied_to": [ "FED_SNB_RATE_SPREAD" ], "interpolation_handling": { "boost_factor": 1.3, "marked_with": "IS_INTERPOLATED" } }