Posts Tagged ‘system development’

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Trading hourly return regularities in the GBP/JPY

A short time ago I wrote an article about trading hours¬†and their relationship with¬†return directionality across several Forex symbols. However within this post I didn’t perform any system tests but merely showed that the analysis of the data from 1986-2016 had some good matches with previous research in terms of the by-hour returns (although we […]

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