Welcome to the FX Attribution Exercise

This Jupyter Book aims to provide an engaging and informative introduction to the analysis of foreign exchange (FX) exposure within a portfolio of Canadian and American stocks. Through a hands-on approach, we will explore the impact of currency fluctuations on the portfolio’s performance and gain valuable insights into managing FX risk.

The project is authored by Martin Rinaldi and builds upon the work of student Allison L. from the course COMM 386. The course is led by Professors Lorenzo G. and Adlai F., with Gen Li and Martin Rinaldi serving as Teaching Assistants. Their collective expertise offers a comprehensive learning experience that combines theoretical knowledge with practical application.

Throughout this Jupyter Book, you will find a series of interactive examples and exercises designed to help you understand the key concepts related to FX attribution. By the end of this exercise, you will have a strong foundation in assessing FX exposure and making informed decisions to mitigate potential risks in your portfolio.

We hope you enjoy exploring the world of FX attribution and find this Jupyter Book a valuable resource in your financial education journey.