What is it? The program is a currency index generator which can create a index of the relative strength of a given currency. It compares the strength of the given currency against a basket of 20 currencies, weighted according to the respective countries' GDP.
How to use?
- Run get_data
- Wait for the program to download the currency data. The Yahoo finance page tends to be unstable, so you might need to download a few times to get the complete set of data
- Run make_index
- Open the csv
Tested on the Singapore Dollar, Malaysian Ringgit and US Dollar. Results seem rather believable.