Darwinex Labs Currency Index

Category: momentum, trend

A geometric currency index that calculates the relative strength of a specific currency (e.g., EUR, USD) by aggregating weighted price changes across multiple currency pairs.

Formula

Index_t = Index_{t-1} * (1 + \sum_{j=1}^{N} (\frac{Price_{j,t} - Price_{j,t-1}}{Price_{j,t-1}} \cdot \frac{Weight_j}{N}))

Inputs

• currency (default: EUR)
• firstDate (default: 2015.01.01)

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