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lalibela
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Posts: 1
Joined: January 22nd, 2020, 7:56 pm

Exchange rate forecasting

January 19th, 2021, 8:06 am

Compliments of the new year folks,

Looking for a methodology to assist in forecasting of exchange rate using daily historical price say for the last 5 - 10yrs. 
 
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bearish
Posts: 5186
Joined: February 3rd, 2011, 2:19 pm

Re: Exchange rate forecasting

January 20th, 2021, 3:13 am

OK, a methodology that is relatively hard to beat is that the exchange rate N days from now will be equal to today’s exchange rate.