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A Multi Strategy Approach to Trading Foreign Exchange Futures

blog.edarchimbaud.com

A Multi Strategy Approach to Trading Foreign Exchange Futures

edarchimbaud
Sep 2, 2023
∙ Paid
Share this post

A Multi Strategy Approach to Trading Foreign Exchange Futures

blog.edarchimbaud.com
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Original paper

SSRN-id3322717.pdf

Trading rules

  • Investment Universe: 8 most liquid current month FX futures on CME for AUD, GBP, CAD, EUR, JPY, MXN, NZD, and CHF

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