Spot Intraday Forex Trading

forex trading market hot potato which generally follows the news. …… (2006), risk and return on Momentum strategies: the profitability of ….

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Spot Intraday Forex Trading

  • Chapter 1. Market Efficiency
  • Interest Rate Parity and Carry Trades
  • Effect of News Announcements on Foreign Exchange Trades. Testing for Market Efficiency.
  • Chapter 2. Market Liquidity
  • Measures of Liquidity
  • Time-Varying Liquidity
  • Percentage of trades executed at the same price.
  • Time between trader’s request and the completion of a transaction.
  • Hot Potato Trading
  • Chapter 3. Volatilit and Risk
  • Measures of Volatility and Risk
  • Time-Varying Volatility
  • Chapter 4. Conclusion

Finally, the forex market is exceptionally volatile, especially on the high frequency data. Additionally, it was noted that forex data, in spite of apparent fractals pattern, does not have same properties at different scales, in particular in terms of market volatility. The main conclusion for short term intraday trading is that investors should be particularly cautious and use specified models only, as traditional equity and long term forex models are not appropriate. In terms of future research, the intraday spot forex trading is definitely a vast domain that is still to be explored and new adequate models are still to come.

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