"Will the escalation of the Israel-Iran conflict allow the Swiss franc to regain its dominant positi

Discussion in 'Forex' started by boqinya, Jun 16, 2025.

  1. boqinya

    boqinya

    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.
     
    #11     Jun 19, 2025
  2. Handle123

    Handle123

  3. SunTrader

    SunTrader

    #13     Jun 23, 2025
  4. boqinya

    boqinya

    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"
    }
    }
     
    #14     Jun 23, 2025
  5. Handle123

    Handle123

    Define old- born in the 1950s, last time I checked Russian/Irish is Caucasian.
     
    #15     Jun 23, 2025
  6. SunTrader

    SunTrader

    But the facebook post ... with the comical animation?
     
    #16     Jun 23, 2025