In the previous article we outlined the problem of position holding time and its relationships with the overall performance of trading strategies in cash currency markets. We have discovered that in case we hold positions for a longer time then generally the average trade value increases, which given the real market expenses such as spread,...Read More

In this article we’re going to discuss the relationships between volatility of returns, average trade value, positions holding time and eventually to come to a conclusion about potential tradability of strategies depending on the aforesaid metrics. The research was made for cash fx markets, although it may be relevant to any other highly liquid market...Read More

Originally this interview with Alex Krishtop, founder of Edgesense, was taken by Paul Golden to be published as part of an article in Euromoney. Below we publish the full version of the interview. Paul: How would you define quantamental analysis and is it a widely understood term? Alex: It is not a term yet, at least...Read More

This article was published in the July edition of e-forex magazine, you can find the original here. The term “quantamental” is relatively new and typically is used to denote an approach to analyzing the markets and designing trading strategies which take into consideration various fundamental factors along with purely quantitate methods of price time series analysis....Read More

Quantitative strategies always have parameters. Even in the trivial case we need to have at least one condition to enter and to exit a position — and in most cases such a condition will be based on a parameter: for example, “if price is greater than this value”, or “if this indicator is less than...Read More

I have quite an old-school academic background. This means that you are supposed to do all the work yourself, and the professor only suggests you some guidelines, leaving it up to you to spend the rest of your life in the library. It seemed normal to me, because such an approach raised true researchers, independently...Read More

The following three reasons are in my opinion what prevents 99% of people from getting to success. Based on several years of my experience as a mentor and personal coach for traders, developers and fund managers, I am strongly of the opinion that it is only because of these three reasons that most of them spend enormous...Read More

Why both a desk trader with two decades of experience and the founder of a multi-million quant fund look at the same educational programme for self-development? I am frequently asked about the reasons I run educational programmes in systematic trading; well, there are a number of reasons, and meeting interesting people from the industry is...Read More

Retail spot forex has quite a notorious reputation among many market professionals. It is generally considered as a high risk market and is supposed to be widely manipulated. Let’s try to address the most common concerns about retail spot fx in order to understand whether they are indeed that serious. To give all proper credits:...Read More

For more than a year regulators on the both sides of Atlantic have been working hard applying new restrictions to many markets. Swaps market was possibly the first that underwent major changes. Then followed other derivatives and most OTC markets in general. Attacks on HFT are another substantial segment of modern regulatory activity. Spot fx...Read More