By Pavel Chigirev, Deltix Quantitative Research Team Introduction This paper describes an implementation of an automated quantitative FX trading strategy based on country sentiment factors, and the results from back-testing this strategy. The country sentiment factors and strategy description are provided by RavenPack. We implemented the strategy in the Deltix QuantOffice research platform, a purpose-built […] Read more »
FX Trading Signals From Systematic News Flow Analysis
By Peter Hafez and Junqiang Xie of RavenPack Quantitative Research In this study we test a short-term FX trading strategy that uses the principles of technical analysis to create buy or sell signals based on data derived from fundamental news. Short and long term sentiment inflection points are captured by consulting a set of […] Read more »
An Example Of A News-Based Trading Strategy
There are only a very limited number of funds employing an investment strategy which relies on automated news gathering. It is still early days in the exploitation of this rich data source, and the spoils of the early adopter are available yet. So the managers are reluctant to publicly disclose what they are doing and […] Read more »