Construction of Currency Strength Indices
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United States of America Patent
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Issued Date -
May 19, 2011
app pub date -
Nov 18, 2009
filing date -
Nov 18, 2009
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Abandoned
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Abstract
Systems, methods, and computer program products for constructing and weighting a currency index for a currency basket. The weights of the components of the currency basket can be determined using only past statistical time series behaviors of the currency pairs.
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