EUR/USD Data Scraping & Analysis
In this project, we are using the Alpha Vantage API to retrieve daily foreign
exchange (FX) rates between USD and EUR. It then converts the response
data to a Pandas DataFrame and analyzes the currency trends by plotting
the EUR/USD exchange rate over the past 3 months.
Then we used a rolling window and moving average to predict the exchange rate for the next 30 days.
The actual and predicted exchange rates are
then plotted for the last 90 days and next 30 days.
Here, We Calculated the daily returns for the last 180 days plotted over time.
Finally, We calculate the Short-term (50) and long-term (200) simple moving averages, and used to create signals for buy and sell based on SMA
crossover. The buy and sell signals are then visualized using different
colors.
Code
The Python code for this project can be found Here