Quantitative Trading

Quantitative investment and trading ideas, research, and analysis.

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Quantitative Trading

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Quantitative investment and trading ideas, research, and analysis.

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This web page epchan.blogspot.com states the following, "Quantitative investment and trading ideas, research, and analysis." We saw that the webpage said " Friday, February 02, 2018." It also said " FX Order Flow as a Predictor. Order flow is signed trade size, and it has long been known to be predictive of future price changes. And I have made use of that to test a simple trading strategy using order flow on EURUSD. It is not surprising that the highest volume occurs between 1600-1700 London time, as 1600 is when the benchmark rate the fix. Finally, one more sanity ch."

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