The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

104 Quantifying news: Alternative metrics


Figure 3.A.2.Histogram of the value of $1 after a five-currency chain of currency conversions
using Thomson Reuters quotes (USD!AUD!GBP!JPY!CAD!USD). This five-
currency chain is typical of longer cycles: lower mean and higher variation.

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