Nicolas Georges

Independent

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ANANTA: A Systematic Quantitative FX Trading Strategy

Number of pages: 20 Posted: 02 Apr 2014 Last Revised: 29 May 2014
Nicolas Georges
Independent
Downloads 2,437 (5,024)

Abstract:

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interest rates, differential, momentum, systematic, quantitative, FX, strategy, currency, premium, tactical, Allocation, GTAA, trading, proprietary, Hedge, Volatility, Alpha, Beta, Efficient Markets, G10, G4, euro, dollar