USDJPY Carry Trade Update

Posted on Mi 25 Juli 2007 in Forex • 1 min read

  • Forex
  • Neural Nets tags: [] meta: _aioseop_keywords: USDJPY, Neural Net, Prediction, Currency, Yen, Dollar, Forex author:

    The Yen is strengthening relative to the USD today and I was curious to see how close my Gaussian USDJPY Neural Net prediction model is. I pulled up the prediction set using the S&P500 and CR's close for yesterday, and checked it against a10 Year T-note yield of 4.9%. The model predicted that the USDJPY should be trading at 120.01. That's pretty sweet considering the USDJPY is trading around 120.4 this morning.

    USDJPY Gaussian Curve