The forex market is perceived to be one of the most complex financial markets to trade, because of its high volatility and price sensitivity. A minor sociopolitical or geographic development can ...

Do Pivot Points work in systematic trading? This article will attempt to answer this question by defining precise rules and creating a trading system on the world's best-known and most traded future, ...

Research on statistical arbitrage in U.S. equities (1997–2007) shows that PCA-based strategies achieved average annual Sharpe ...

Comprehensive structured tick history data might provide great value in terms of ideation, building and testing trading strategies. Let’s explore the indicative equilibrium price (IEP) during the ...