The forex market is perceived to be one of the most complex financial markets to trade, because of its high volatility and price sensitivity. A minor sociopolitical or geographic development can ...

Do Pivot Points work in systematic trading? This article will attempt to answer this question by defining precise rules and creating a trading system on the world's best-known and most traded future, ...

Research on statistical arbitrage in U.S. equities (1997–2007) shows that PCA-based strategies achieved average annual Sharpe ...