Foreign Exchange Currency Trading

International Journal of Recent Technology and Engineering (IJRTE) ISSN: 2277-3878, Volume-8 Issue-4S3, December 2019, 2019

: To analyze the Foreign exchange market on needs to use fundamental, technical and sentimental analysis. This paper majorly focuses on technical analysis the study of charts patterns from the past data. The paper focused on the trends of the FOREX Market to predict the future price by past actions and also to determine the factors influencing the drastic changes. The paper analyzes the most highly traded currency at which time as well as the profit and loss ratio in FOREX Market trading. The analysis of currency pairs takes in view of 3 points: • Price takes into account everything • The price is a subject to a trend • History repeats itself. Keywords : Technical analysis, Fundamental analysis, Sentimental analysis, interest rate and inflation rate.

2015

Foreign exchange turnover in Asian currencies grew faster than the global total between 2001 and 2004. Renminbi trading rose particularly strongly. Evolving expectations about the renminbi seem to be joining the dollar/yen spot rate in exerting an influence on Asian foreign exchange markets. Asian currencies with more flexible exchange rates appear to be trading with an effective exchange rate orientation. JEL classification: F31, F36. The April 2004 Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity confirmed that trading in several Asian currencies is growing very rapidly. Whereas global turnover expanded by 57 % and 36 % at current and constant exchange rates, respectively, activity in most major Asian currencies grew even faster. Renminbi turnover rose particularly strongly. Three questions follow. First, what drove the rise in Asian currency trading in the three years following the 2001 survey? In particular, what explains the strong growth in som...

2009

Over the past decade or so, the spread of electronic trading has brought about significant changes in the structure of the interbank foreign exchange markets and the relationship between foreign exchange dealers and their clients. This article looks at the way foreign exchange transactions are executed based on the BIS triennial survey data, and provides some quantitative estimates of the importance of electronic trading across transaction types, counterparties and economies. JEL classification: F31, G15.

2005

Foreign exchange turnover in Asian currencies grew faster than the global total between 2001 and 2004. Renminbi trading rose particularly strongly. Evolving expectations about the renminbi seem to be joining the dollar/yen spot rate in exerting an influence on Asian foreign exchange markets. Asian currencies with more flexible exchange rates appear to be trading with an effective exchange rate orientation.

Proceedings of the First ACM International Conference on AI in Finance

Automated Trading Systems' impact on financial markets is ever growing, particularly on the intraday Foreign Exchange market. Historically, the FX trading systems are based on advanced statistical methods and technical analysis able to extract trading signals from financial data. In this work, we explore how to find a trading strategy via Reinforcement Learning by means of a state-of-theart batch algorithm, Fitted Q-Iteration. Furthermore, we include a Multi-Objective formulation of the problem to keep the risk of noisy profits under control. We show that the algorithm is able to detect favorable temporal patterns, which are used by the agent to maximize the return. Finally, we show that as risk aversion increases, the resulting policies become smoother, as the portfolio positions are held for longer periods. CCS CONCEPTS • Theory of computation → Sequential decision making; • Computing methodologies → Artificial intelligence.

Amalendu/Managing, 2015

Social Science Research Network, 2012

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We use the information in credit default swaps to obtain direct measures of the size of the default and nondefault components in corporate spreads. We find that the majority of the corporate spread is due to default risk. This result holds for all rating categories and is robust to the definition of the riskless curve. We also find that the nondefault component is time varying and strongly related to measures of bond-specific illiquidity as well as to macroeconomic measures of bond market liquidity.