Abstract

https://ssrn.com/abstract=2198816
 
 

Footnotes (9)



 


 



Intraday Forex Trading Based on Sentiment Inflection Points


Peter Ager Hafez


RavenPack

Junqiang Xie


RavenPack

January 9, 2013


Abstract:     
In this study we propose a short-term Forex 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 sentiment indexes that measure the trailing sentiment on both scheduled and unscheduled economic and geopolitical news events. The sentiment indexes are proven to predict intraday price moves in the EURUSD for up to several hours after an inflection point.

Number of Pages in PDF File: 19

Keywords: news sentiment, news analytics, RavenPack, Forex, EURUSD, scheduled news, unscheduled news, macro, sentiment, intraday, trading, inflection points

JEL Classification: G12, G13, G14, G15


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Date posted: January 12, 2013  

Suggested Citation

Hafez, Peter Ager and Xie, Junqiang, Intraday Forex Trading Based on Sentiment Inflection Points (January 9, 2013). Available at SSRN: https://ssrn.com/abstract=2198816 or http://dx.doi.org/10.2139/ssrn.2198816

Contact Information

Peter Ager Hafez (Contact Author)
RavenPack ( email )
260 Madison Ave., 8th Floor
New York, NY 10016
United States
+34 662 180 797 (Phone)
HOME PAGE: http://www.ravenpack.com
Junqiang Xie
RavenPack ( email )
260 Madison Ave., 8th Floor
New York, NY 10016
United States
+1 646 216 2140 (Phone)
HOME PAGE: http://www.ravenpack.com
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