Country momentum factors

[geov]

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How to rank country ETFs by it's currency strength?

The topic says it all. Country ETFs include CNY FXA FXC FXS FXY FXF FXS FXB GBB BZF FXC ICN UUP EWG the corresponding currency ETFs are: EWA EWA EWC EWD EWJ EWL EWS EWU EWU EWZ FXI INP MDY FXE The challenge is to create a ranking system that ranks country ETFs based on the strength of their currencies. This is a proven method to rank the equity markets of countries. The most straightforward way to do this is to create a bunch of Eval()'s. Something like: Eval(Ticker(“CNY”), Close(0, GetSer…