AI & Algo Trading

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Beta’em Up: What is Market Beta in FX?

blog.edarchimbaud.com

Beta’em Up: What is Market Beta in FX?

edarchimbaud
Sep 2, 2023
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Share this post

Beta’em Up: What is Market Beta in FX?

blog.edarchimbaud.com
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Original paper

SSRN-id2439854.pdf

Trading rules

  • Establish an investment universe of 10-20 currencies

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