Discussing the article: "Analysis of the Impact of Solar and Lunar Cycles on Currency Exchange Rates"

 

Check out the new article: Analysis of the Impact of Solar and Lunar Cycles on Currency Exchange Rates.

What if lunar cycles and seasonal patterns influence the foreign exchange markets? This article shows how to translate astrological concepts into the language of mathematics and machine learning. I built a Python system with 88 features based on astronomical cycles, trained CatBoost on 15 years of EURUSD data, and obtained some intriguing results. The code is open-source, the methods are verifiable, and the conclusions are unexpected — ancient wisdom meets gradient boosting.

Meanwhile, studies show that the moon and the sun affect not only nature but also people — and therefore, the markets as well.
The moon drives the tides, and the human body is 70% water. Studies have documented an increase in psychiatric consultations and poorer sleep during the full moon. At this time, melatonin levels drop and anxiety rises — traders become more impulsive. The new moon, on the other hand, makes them calmer.

Solar cycles have a different effect. A lack of light in winter causes apathy and reduces risk appetite; in spring and summer, mood and optimism rise — along with the markets. Studies confirm a correlation between day length and stock returns. Geomagnetic storms increase stress, errors, and volatility.

The influence works in layers: biochemistry → mood → behavior → market movements. One person might not notice the effect, but millions of synchronized reactions create price waves.


Author: Yevgeniy Koshtenko

 

я начал с определения астрономических констант в коде

These are not astronomical constants, but astrological ones. Feel the difference!