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FX Quant Terminal

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Direction

Quantitative analysis of seven INR currency pairs for timing a transfer: an ensemble forecast (ARIMA, Holt-Winters and 5,000-path Monte Carlo), eight technical indicators, risk and seasonality. Pick a pair below.

 

Horizon
Best transfer date
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Current rate
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Potential gain
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Composite signal
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Transfer calculatortoday vs the best forecast date
At today's rate
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On the best date
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Difference
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Forecast
History Ensemble ARIMA Holt-Winters MC median MC P5-P95
Monte Carlo fan5,000 GBM paths
P95 bull P50 base P5 bear
Technical indicators8 signals · 0–100 composite
IndicatorValueSignal
Composite score
 
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Risk metricshistorical simulation
Return statisticsdaily log returns
Seasonality

Data. European Central Bank euro foreign-exchange reference rates (one fixing per business day, around 16:00 CET), via the Frankfurter API. A scheduled job on this site fetches them after each fixing, so the page never calls an external API from your browser. Models. The ensemble weights ARIMA(2,1,0) 35%, additive Holt-Winters 35% and the Monte Carlo median 30%. High and low equal the close for daily fixings, so range-based indicators (ATR, Stochastic, Williams %R, CCI) use closes. Forecasts are statistical estimates, not financial advice.