fx_fair_value_dashboard

FX Fair Value Dashboard

Interactive dashboard analyzing FX fair values using equity sector performance as predictors.

Live Dashboard

View the dashboard at: https://datavizhonduran.github.io/fx_fair_value_dashboard

Features

• Fair value models for 25+ major currencies
• Visual cheap/rich indicators with horizontal bar chart
• Individual currency analysis with time series
• Daily automatic updates via GitHub Actions
• Lasso regression models using equity sector ETF ratios

Methodology

• Uses 10+ equity sector ETF performance ratios as predictors
• Lasso regression to predict FX movements
• Residuals show deviation from fair value (cheap/rich signals)
• Models trained on 10 years of historical data

Data Sources

• FX data: Alpha Vantage API
• Equity data: Stooq via pandas-datareader
• Daily updates at 7 AM EST

Currencies Covered

EUR, AUD, CAD, GBP, JPY, SEK, NOK, NZD, CHF, MXN, CLP, BRL, COP, PEN, KRW, IDR, INR, THB, PHP, SGD, PLN, HUF, CZK, ZAR, TRY