CFTC-EUR/USD Correlation Analysis & Forecasting

Заказчик: AI | Опубликовано: 26.01.2026

Financial Markets Ecconomist-Data Scientist -AI & ML Developer -Python Expert Need only apply if this is your area of profession. Applicaant that need their hands held will recieve negitve reviews. Project Brief: Correlation Analysis of COT Reports and EUR/USD Weekly Movements Objective: We want to analyze and identify correlations between the CFTC’s Commitment of Traders (COT) report—focusing on non-commercial positions—and the weekly price action of the EUR/USD currency pair. The goal is to use historical COT data to help forecast potential market movements. Brief Explanation of the COT Report: The COT report is a weekly publication by the CFTC that shows the aggregate holdings of different types of traders in the futures markets. We’re interested in the non-commercial traders, like large speculators, whose positioning might give clues about market sentiment. What We Want To Do: 1. Data Collection and Alignment: • Gather 12 months of weekly COT report data for the Euro and the US dollar, focusing on non-commercial positions. • Collect the corresponding 12 months of weekly open and close prices for the EUR/USD pair. 2. Correlation and Pattern Recognition: • Analyze whether changes in the COT data (like the Euro adding longs and closing shorts while the USD does the opposite) correspond to certain movements in the EUR/USD weekly candles. • Implement an AI agent that can learn from this historical data and identify patterns that might not be obvious to a human observer. This AI component should help us forecast potential future moves based on similar past patterns. Deliverable: We’d like a report or visualization that shows these correlations over time. The AI tool should highlight recurring patterns so we can use this information going forward. https://www.cftc.gov/ COT report can be found here. https://www.investing.com/currencies/eur-usd Weekly OPEN/CLOSE Prices can be found here.