Code
Forecasting Exchange Rates for a 40-Person SaaS Scale-Up
Overview
What this challenge is about.
Your task is to collect monthly data for the past 5 years for GBP/USD and EUR/USD, along with relevant predictors (interest rate differentials, inflation, GDP growth, trade balances). Build a simple econometric model (e.g., ARIMA or linear regression) to forecast the next 12 months. Provide point forecasts and 80% confidence intervals. Evaluate model accuracy using out-of-sample testing. Deliver a Jupyter notebook with code and a 2-page executive summary.
The Brief
What you'll do, and what you'll demonstrate.
Build a data-driven model to forecast GBP/USD and EUR/USD exchange rates over a 12-month horizon, providing probabilistic estimates to support budgeting and pricing decisions.
Earning criteria — what you'll demonstrate
- Apply purchasing power parity and uncovered interest rate parity to select predictors for FX forecasting
- Build and validate a time-series forecasting model (ARIMA or regression) using real-world data
- Interpret model coefficients in the context of international finance theories
- Communicate probabilistic forecasts and uncertainty to non-technical stakeholders
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
Careers
Roles this prepares you for.
Real titles. Real skill bridges. Pick the one closest to your trajectory.
Career mappings coming soon.