Automated Liquidity Extraction Trading System Applied to Currencies [PREMIUM]

Automated Liquidity Extraction Trading System Applied to Currencies [PREMIUM]

http://ift.tt/2rlmCNs

How profitable is automated multi-horizon extraction of liquidity premiums in currency exchange markets? In their April 2017 paper entitled “The Alpha Engine: Designing an Automated Trading Algorithm”, Anton Golub, James Glattfelder and Richard Olsen introduce an adaptive counter-trend algorithmic trading system that  seeks liquidity premiums from price series via automated trades at adaptive market events. More

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via Stock Market Research, Investing Analysis, Trading Strategies – CXO Advisory http://ift.tt/2a9UJEA

May 16, 2017 at 11:18AM

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