Comovement widely exists among financial time series. Although sundry researches have been implemented for studying this phenomenon, manual judgments are still one vital measure for investment strategy decisions. To augment manual analysis on comovement of time series, we propose an animated approach for time series data processing and animation creation. Example calculations are carried out on 8 major Forex currency pairs and resulting movies are presented.
CITATION STYLE
Wang, S., Wang, L., & Zhang, W. (2018). Animated analysis of comovement of forex Pairs. In Advances in Intelligent Systems and Computing (Vol. 580, pp. 450–457). Springer Verlag. https://doi.org/10.1007/978-3-319-67071-3_53
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