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

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