SGD NEER
sgd-neer
About App
[Brief description of the app]
This app provides S$ NEER estimate and charts on a daily basis. It downloads daily FX data via the API provided by MAS (Monetary Authority of Singapore) and feeds the FX data into the developer's proprietary S$ NEER model. Tracking error: 0.065% (out-of-sample, from Aug 2009 to July 2017).
There are quite a few banks that offer their own S$ NEER estimates to their buy side institutional clients via different channels, like Bloomberg terminals, Excel spreadsheets, printed materials or emails. This app is probably the first that offers S$ NEER estimates to the general public.
Developer info