Research

Exchange Rate Forecasting on a Napkin

This paper by Michele Ca’Zorzi and Michał Rubaszek claims to offer a formula for exchange rate forecasting so simple it can be calculated on the back of a napkin. The ‘back of…

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The Value of Volume in Foreign Exchange

This article proposes the primary research question: does FX volume contain information that is statistically and economically relevant for understanding future currency returns? The findings suggest that low volume tends…

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Twitter Mood Predicts the Stock Market

This paper seeks to determine whether public sentiment, as measured in Twitter posts, can be used as a predictor of stock market performance. Two sources of public mood are used—OpinionFinder…

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Machine Learning for Trading

The purpose of this paper is to discover whether it is possible to train a machine-learning algorithm to behave as a risk-adverse investor by using a dynamic model involving transaction…

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