ANANTA: A Systematic Quantitative FX Trading Strategy
Original paper
Trading rules
Investment scope: Focus on 11 primary currencies (AUD, CAD, CHF, DKK, EUR, GBP, JPY, NOK, NZD, SEK, USD) and their inter-pairs.
Investment scope: Focus on 11 primary currencies (AUD, CAD, CHF, DKK, EUR, GBP, JPY, NOK, NZD, SEK, USD) and their inter-pairs.