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Past 6 months news impact analysis on USD
Posted: Sun Nov 01, 2020 8:14 pm
by Darks
Did some analysis to check which news created the most volatility in USD. Actually wanted to build an indicator based on this but currently lacking the knowledge. So reverted back to excel. Pie chart showing the results is below.
Re: Past 6 months news impact analysis on USD
Posted: Sun Nov 01, 2020 8:55 pm
by josi
Darks wrote: Sun Nov 01, 2020 8:14 pm
Did some analysis to check which news created the most volatility in USD. Actually wanted to build an indicator based on this but currently lacking the knowledge. So reverted back to excel. Pie chart showing the results is below.
Keep at it, man, you have
a) excellent ideas
b) make them relevant by visualising them
Re: Past 6 months news impact analysis on USD
Posted: Sun Nov 01, 2020 9:50 pm
by vvFish
Darks wrote: Sun Nov 01, 2020 8:14 pm
Did some analysis to check which news created the most volatility in USD. Actually wanted to build an indicator based on this but currently lacking the knowledge. So reverted back to excel. Pie chart showing the results is below.
NZD:
1- Employment change q/q
2- CPI q/q
3- GDP q/q
4- RBNZ Press Conference
5- RBNZ Gov X Speaks
6- RBNZ Rate Statement
7- Official cash rate
-----------
AUD:
1- Cash rate
2- RBA Monetary Policy Statement
3- Retail sales m/m
4- GDP q/q
5- CPI q/q
6- Employment change
7- Monetary Policy Meeting Minutes
8- RBA Gov Lowe Speaks
9- RBA Rate Statement
10- RBA Monetary Police Statement
11- Trade balance
-----------
GBP:
1- GDP m/m
2- Inflation Report Hearnings
3- Official bank rate
4- BOE Gov Carney Speaks
5- Prelim GDP q/q
6- Monetary Policy Statement
7- CPI y/y
8- Average Earning Index 3m/y
9- Retail Sales m/m
10- BOE Inflation reports
11- MPC Official Bank Rate Votes
12- Monetary Policy summary
13- Claimant count change
14- Manifacturing PMI
15- Services PMI
-----------
CAD:
1- Employment Change
2- Unemployment Rate
2- GDP m/m
3- Trade balance
4- BOC Rate Statement
5- CPI m/m
6- GOC Gov Poloz Speaks
7- Core Retail Sales m/m
8- BOC Monetary Policy Report
9- BOC Press Conference
10- Overnight rate
11- Core CPI m/m
12- Manufacturing Sales m/m
-----------
USD:
1- Crude oil inventories
2- FOMC Meeting Minutes
3- ISM Manufacturing PMI
4- ISM Non-Manufacturing PMI
5- Non-farm Employment change
6- Federal Funds Rate
7- FOMCS Press conference
8- Advance GDP q/q
9- Fed Chair Powell Speaks
10- FOMC Economic Projections
11- CB Consumer Confidence
12- Average Hourly Earnings m/m
13- Prelim GDP q/q
14- President Trump Speaks
15- FOMC Statement
16- Fed Chair Yellen Testifies
17- Fed Chair Yellen Jerome Powell speaks
-----------
EUR:
1-French Flash Services PMI
2-German Flash Manufacturing PMI
3- Main Refinancing Rate
4- Monetary policy statement
5- ECB Press Conference
6- ECB President Draghi Lagarde Speaks
7- Minimum bid rate
8- German Ifo Business Climate
9- German ZEW Economic Sentiment
10- French Flash Manifacturing PMI
11- French Prelim GDP q/q
12- German Prelim GDP q/q
13- German Buba President Weidmann Speaks
14- CPI Flash Estimate y/y
-----------
CHF:
1-SNB Chairman Jordan Speaks
2- SNB Monetary Policy statement
-----------
JPY:
1- Prelim GDP/ q/q
2- BOJ Policy Rate
3- Monetary Policy Statement
4- BOJ Press Conference
5- BOJ Gov Kuroda Speaks
-----------
Re: Past 6 months news impact analysis on USD
Posted: Sun Nov 01, 2020 9:51 pm
by vvFish
Re: Past 6 months news impact analysis on USD
Posted: Sun Nov 01, 2020 10:23 pm
by Jimmy
Darks wrote: Sun Nov 01, 2020 8:14 pm
Did some analysis to check which news created the most volatility in USD. Actually wanted to build an indicator based on this but currently lacking the knowledge. So reverted back to excel. Pie chart showing the results is below.
Brother Darks you're always posting an incredible amount of useful things. I'm your fan now and thanks to you I've printed this and it's going up on my wall (even though I ran out of printer ink)
Re: Past 6 months news impact analysis on USD
Posted: Mon Nov 02, 2020 7:40 pm
by Darks
Sharing rest of the Majors stats for the same period.
Re: Past 6 months news impact analysis on USD
Posted: Mon Nov 02, 2020 7:56 pm
by Jimmy
Darks wrote: Mon Nov 02, 2020 7:40 pm
Sharing rest of the Majors stats for the same period.
Shit, now I'll need more printer ink. Thanks bro
Re: Past 6 months news impact analysis on USD
Posted: Tue Nov 03, 2020 12:57 am
by vvFish
Re: Past 6 months news impact analysis on USD
Posted: Wed Jan 06, 2021 2:19 am
by mlawson71
That's awesome, how did I manage to miss this?!
Re: Past 6 months news impact analysis on USD
Posted: Wed Jan 27, 2021 7:28 am
by JustInForEx
GREAT!
