Relevant bibliographies by topics / FX trading

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'FX trading'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 February 2022

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Journal articles on the topic "FX trading"

1

Evans, Martin D. D., and Richard K. Lyons. "Informational integration and FX trading." Journal of International Money and Finance 21, no. 6 (2002): 807–31. http://dx.doi.org/10.1016/s0261-5606(02)00024-4.

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King, Michael, and Dagfinn Rime. "Algorithmic Trading and FX Market Liquidity." CFA Institute Magazine 22, no. 3 (2011): 15–17. http://dx.doi.org/10.2469/cfm.v22.n3.5.

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Evans, Martin D. D. "FX Trading and Exchange Rate Dynamics." Journal of Finance 57, no. 6 (2002): 2405–47. http://dx.doi.org/10.1111/1540-6261.00501.

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Ulibarri, Carlos A., Peter C. Anselmo, and Mauro X. Trabatti. "Cournot model of brokered FX trading." Journal of International Financial Markets, Institutions and Money 15, no. 5 (2005): 425–36. http://dx.doi.org/10.1016/j.intfin.2004.09.003.

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Im, Eun-a., Hyoung-goo Kang, and Sang-gyung Jun. "The Effect of NPS‘s FX Trading on Exchange Rate." Journal of Derivatives and Quantitative Studies 24, no. 3 (2016): 399–421. http://dx.doi.org/10.1108/jdqs-03-2016-b0002.

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In June 2014, the asset under management of National Pension Service (NPS) of Korea reached over 444 trillion won. NPS forecasts that the asset size will gradually grow to around 2,561 trillion won until 2043. The NPS investment of domestic equities and fixed income securities have been already saturated. So the NPS started to expand in global investment. Accordingly, the worries have grown that NPS's trading in foreign exchange markets may lead to the instability in FX markets. This study has analyzed the influence of NPS's foreign exchange transactions in domestic FX market. The period of st
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James, Jessica. "FX trading models – how are they doing?" Quantitative Finance 5, no. 5 (2005): 425–31. http://dx.doi.org/10.1080/14697680500383813.

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Beilis, Alan, Jan W. Dash, and Jacqueline Volkman Wise. "Psychology, Stock/FX Trading and Option Prices." Journal of Behavioral Finance 15, no. 3 (2014): 251–68. http://dx.doi.org/10.1080/15427560.2014.943227.

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Siikanen, Milla, Ulrich Nögel, and Juho Kanniainen. "Trading too expensively in the FX market?" Quantitative Finance 19, no. 12 (2019): 1933–44. http://dx.doi.org/10.1080/14697688.2019.1615633.

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Fischer, Andreas M., and Angelo Ranaldo. "Does FOMC news increase global FX trading?" Journal of Banking & Finance 35, no. 11 (2011): 2965–73. http://dx.doi.org/10.1016/j.jbankfin.2011.03.024.

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Coakley, Jerry, Michele Marzano, and John Nankervis. "How profitable are FX technical trading rules?" International Review of Financial Analysis 45 (May 2016): 273–82. http://dx.doi.org/10.1016/j.irfa.2016.03.010.

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Dissertations / Theses on the topic "FX trading"

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Nemček, Sebastian. "Harmonic Patterns in Forex Trading." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-197640.

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This diploma thesis is committed to examination of validity of Harmonic Patterns in Forex trading. Scott Carney described existing and introduced new Harmonic Patterns in 1999 in his book Harmonic Trader. These patterns use the Fibonacci principle to analyze price action and to provide both bullish and bearish trading signals. The goal of this thesis is to find out whether harmonic trading strategy on selected pairs is profitable in FX market, which patterns are the most profitable and what is the success rate for the signals they provide.
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Haag, Gustaf, Jessica Häggman, and Jacob Mattsson. "Currency Trading in the FX market : Will spectral analysis improve technical forecasting?" Thesis, Jönköping University, Jönköping University, JIBS, Accounting and Finance, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12604.

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<p><strong>Background: </strong></p><p>The efficient market hypothesis asserts that one cannot consistently achieve returns in excess of market returns by trading on publicly available information. Since there is no collective market return in the foreign exchange (FX) market, it has generally been perceived as impossible to consistently generate a profit. There is now empirical evidence which seriously call into question the efficiency of the FX market and opens up the possibility to turn a profit on the FX market by ways of analysis.Technical analysis is a method of analysis which by using h
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Bakhach, Amer. "Developing trading strategies under the Directional Changes framework, with application in the FX market." Thesis, University of Essex, 2018. http://repository.essex.ac.uk/23552/.

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Directional Changes (DC) is a framework for studying price movements. Many studies have reported that the DC framework is useful in analysing financial markets. Other studies have suggested that, theoretically, a trading strategy that exploits the full promise of the DC framework could be astonishingly profitable. However, such a strategy is yet to be discovered. In this thesis, we explore, and consequently provide proof of, the usefulness of the DC framework as the basis of a profitable trading strategy. Existing trading strategies can be categorised into two groups: the first comprising thos
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Vítovec, Josef. "Use of technical analysis in FOREX trading." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-96396.

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The paper reacts to tremendous increase in popularity of FX trading among retail investors in recent years, caused mainly by easy accessibility through numerous online trading platforms and dramatic fall in trading costs. One of the accompanying trends along with increasing trading speed is a departure from fundamental analysis and shift towards more technical approach. In reaction to that, the paper aims to review the most popular technical trading rules and puts the findings in contrast with existing empirical literature and efficient market hypothesis. Although being far from discovering an
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Ghiassee-Tari, Asal, and Fredrik Nilsson. "Three-point arbitrage in the FX market : Opportunities for abnormal profits when trading with SEK, NOK and USD." Thesis, Umeå universitet, Företagsekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-101165.

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Kovářová, Petra. "Obchodování na Forexu a srovnání vybraných obchodních platforem." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81897.

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This thesis deals with the Forex and trading on it. The aim of this work is to evaluate the possibility of trading primarily for retail investors, for which this financial market is becoming increasingly popular. In the first two chapters, Forex, its characteristic and information about trading are presented. In the next chapter, analysis of exchange rate development is described , both fundamental and technical. More attention is paid to technical analysis. The demonstration of application of technical analysis is presented. The last chapter deals with comparing the selected trading platforms
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Rozsnyó, Tomáš. "Modular Multiple Liquidity Source Price Streams Aggregator." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2012. http://www.nusl.cz/ntk/nusl-236492.

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This MSc Thesis was performed during a study stay at the Hochschule Furtwangen University, Furtwangen, Germany. This Master Project provides a theoretical background for understanding financial market principles. It focuses on foreign exchange market, where it gives a description of fundamentals and price analysis. Further, it covers principles of high-frequency trading including strategy, development and cost. FIX protocol is the financial market communication protocol and is discussed in detail. The core part of Master Project are sorting algorithms, these are covered on theoretical and prac
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Chen, Wei, and 陳威. "Pricing and Trading Strategies of Euro FX Options." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/11895161641829965409.

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碩士<br>國立清華大學<br>計量財務金融學系<br>104<br>The purpose of this paper is to evaluate the value of Euro FX options (EC) which is available at CME Group exchanges by combining the option pricing theory with practical trading strategy. By using Least-Squares Method (LSM) of Longstaff and Schwartz (2001) to estimate its early exercising value and using EGARCH model to estimate its volatility, we then combines LSM algorithm with the gain-loss ratio of Bernardo and Ledoit (2000) to create the trading strategies. Then we compare the pricing bounds with real trading prices to find existence of semi-arbitrage o
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Lin, Chih-Chien, and 林志謙. "Trading Behavior in Taiwan FX Market: Trading Pattern and the Impact of Macroeconomic News." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/65112772910399937428.

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碩士<br>國立成功大學<br>國際企業研究所碩博士班<br>94<br>This paper characterizes the intraday volatility, volume and bid-ask spread in Taiwan foreign exchange (FX) market based on 15-min sample of NTD/USD exchange rates from January 1, 2004 to March 25, 2005. In the research based on high-frequency data, literature on market microstructure has shown the existence of seasonality contradicted the Efficient Markets Hypothesis and recognized that asymmetric information, inventory carrying risks and other factors may affect these intraday patterns. In the first, this study uses GMM to test the intraday patterns of
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Yang, Mu. "FX Spot Trading and Risk Management from A Market Maker’s Perspective." Thesis, 2011. http://hdl.handle.net/10012/6159.

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Due to the rapid development of computing technology and faster growth of financial industry, Foreign Exchange high-frequency trading has become substantially more prominent to today's market players, especially to bankers and market makers. This research aims at introducing today's FX high-frequency trading structure and discussing how a market maker can effectively reduce downside risk when market faces a huge upward or downward stress. An Exponential Moving Average operator is introduced and implemented using a Matlab software for tick-by-tick data analysis. Simulation framework for market
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Books on the topic "FX trading"

1

Evans, Martin D. D. FX trading and exchange rate dynamics. National Bureau of Economic Research, 2001.

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McDonell, Wayne. FX bootcamp's guide to strategic and tactical Forex trading. Wiley, 2008.

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McDonell, Wayne. The FX Bootcamp Guide to Strategic and Tactical Forex Trading. John Wiley & Sons, Ltd., 2008.

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McDonell, Wayne, ed. The FX Bootcamp Guide to Strategic and Tactical Forex Trading. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119197522.

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Jessica, James. Fx Model Trading and Hedging. John Wiley & Sons Inc, 2004.

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FX Trading: A Guide to Trading Foreign Exchange. Wiley & Sons Australia, Limited, John, 2012.

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Pontikis, Peter, Alex Douglas, and Larry Lovrencic. FX Trading: A Guide to Trading Foreign Exchange. Wiley & Sons Australia, Limited, John, 2011.

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Pontikis, Peter, Alex Douglas, and Larry Lovrencic. FX Trading: A Guide to Trading Foreign Exchange. Wiley & Sons Australia, Limited, John, 2011.

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Pontikis, Peter, Alex Douglas, and Larry Lovrencic. FX Trading: A Guide to Trading Foreign Exchange. Wiley & Sons Australia, Limited, John, 2011.

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shop, book. Forex Trading Journal: FX Trade Log for Currency Market Trading. Independently Published, 2020.

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Book chapters on the topic "FX trading"

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Kakushadze, Zura, and Juan Andrés Serur. "Foreign Exchange (FX)." In 151 Trading Strategies. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02792-6_8.

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Iba, Hitoshi, and Claus C. Aranha. "Trading Rule Generation for Foreign Exchange (FX)." In Adaptation, Learning, and Optimization. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27648-4_6.

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Dempster, M. A. H., and Y. S. Romahi. "Intraday FX Trading: An Evolutionary Reinforcement Learning Approach." In Intelligent Data Engineering and Automated Learning — IDEAL 2002. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-45675-9_52.

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Carreira, Marcos C. S., and Richard J. Brostowicz. "FX Trading (Interest Rate and Fixing) Market and Credit Risk." In Brazilian Derivatives and Securities. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137477279_12.

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"Trading Strategies." In FX Option Performance. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781118793251.ch7.

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"FX Protection." In Stocks and Forex Trading. WORLD SCIENTIFIC, 2021. http://dx.doi.org/10.1142/9789811236877_0024.

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"Guppy FX." In Stocks and Forex Trading. WORLD SCIENTIFIC, 2021. http://dx.doi.org/10.1142/9789811236877_0023.

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"High Probability FX." In Stocks and Forex Trading. WORLD SCIENTIFIC, 2021. http://dx.doi.org/10.1142/9789811236877_0022.

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"Vanilla FX Derivatives Trading." In FX Derivatives Trader School. John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781118967553.part3.

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"Introduction to Trading." In FX Derivatives Trader School. John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781118967553.ch3.

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Conference papers on the topic "FX trading"

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Cabej, Gerda, Manfred Gilli, Jonela Lula, and Enrico Schumann. "FX trading: An empirical study." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327825.

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Tserenchimed, Badarch, Shu Liu, and Hitoshi Iba. "A trading method in FX using evolutionary algorithms." In the 13th annual conference companion. ACM Press, 2011. http://dx.doi.org/10.1145/2001858.2001937.

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Kawabata, Kimihisa, Hitoshi Takata, and Yoshihiro Fukunaga. "Forecasting of FX-Trading with Consideration for the Impact of News." In 2013 8th EUROSIM Congress on Modelling and Simulation (EUROSIM). IEEE, 2013. http://dx.doi.org/10.1109/eurosim.2013.21.

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Wang, Yao, Na Li, and Feifan Zhang. "A Feature-oriented Domain Design Approach to FX Derivatives Trading System." In the 2017 International Conference. ACM Press, 2017. http://dx.doi.org/10.1145/3178212.3178222.

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Ni, He. "Profitability of Technical Chart Pattern Trading on FX Rates: Analyzed by Wavelet Transform." In 2009 Third International Symposium on Intelligent Information Technology Application. IEEE, 2009. http://dx.doi.org/10.1109/iita.2009.290.

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Poli, Michael, Jinkyoo Park, and Ilija Ilievski. "WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/630.

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Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwards (NDF), a derivatives contract used in foreign exchange (FX) trading, presents additional difficulty in the form of long-term planning required for an effective selection of start and end date of the contract. In this work, we focus on tackling the problem of NDF position length selection by leveraging high-dimensional sequential data consisting of spot rates, technical indicators and expert tenor patterns. To thi
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Reports on the topic "FX trading"

1

Evans, Martin D. FX Trading and Exchange Rate Dynamics. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8116.

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Levich, Richard. FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets. National Bureau of Economic Research, 2012. http://dx.doi.org/10.3386/w18256.

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