RE: [amibroker] NYBOT USD Index (re-send)

[Richard Dale]

Hi Chris,   The NYBOT documentation is rather cryptic, but the calculation of this one is easy: USDX = 50.14348112 * EURUSD ^ -0.576 * USDJPY ^ 0.136 * GBPUSD ^-0.119 * USDCAD ^ 0.091 * USDSEK ^ 0.042 * USDCHF ^ 0.036   Current rates are: EURUSD               1.2508 USDPJY                 119.62 GPDUSD              1.8559 USDCAD               1.1375 USDSEK                7.4094 USDCHF               1.273   So, USDX = 50.14348112 *0.879062564 * 1.916819931 * 0.929056243 * 1.011792784 * 1.087754498 * 1.008727411 = 84.14   Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for   markets in Australia, Asia, Canada, Europe, UK & USA - www.premiumdata.net From: kris45mar [mailto:[EMAIL PROTECTED] Sent: Saturday, 14 October 2006 1:22 AM To: amibroker@yahoogroups.com Subject: [amibroker] NYBOT USD Index (re-send)   (Repeat post - original from Wed 11 still not through) Hi group. I want to use AB to calculate the USD index from the value of the EURUSD USDCAD USDSEK USDJPY  GBPUSD USDCHF data. Their site references the formula as per attachment. I do not understand the II6=(spot rate.. part. Is this Pi * 6 Or sum of the Spot Rate ^ currency weight? Can anyone shed any light on this? Regards ChrisB   Do you Yahoo!? Everyone is raving about the all-new Yahoo! Mail. __._,_.___ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Software support Small business finance Business finance online Business finance training Business finance course Your email settings: Individual Email|Traditional Change settings via the Web (Yahoo! ID required) Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe __,_._,___