Category: Trading and Quantitative Research
Investigating the orderbook of the EUR/USD exchange rate
Quantitative analysis by analyst Yasser Mahfoud and Frej Örnberg investigating Forex Liquidity.
Exploring the Potential of Post-Consolidation Price Movements
Quantitative analysis by analyst Joachim Nilsson, Michal Nowak and Victor Tiet investigating Breakout.
Identifying and Exploiting Price Spikes & Reversals in the Forex Market
Quantitative analysis by analyst Fredrik Cullborn, Meera Damaraju and Amanda Ramirez investigating Price Spikes and Reversals.
Analysing the occurrence and after effect of reversal chart patterns
Quantitative analysis by analyst Magnus Lundh and Eric Portela investigating Double Tops and Double Bottoms.
Finding and utilizing the occurrence of price spike reversals
Quantitative analysis by analyst Petra Kamenická, Erik Lundgren and Frej Örnberg investigating Forex Pattern Trading.
Forex Pattern Trading – Finding and utilizing the occurrence of price spike reversals
TQR report on Price Spike Reversals by Petra Kamenická, Erik Lundgren and Frej Örnberg
An investigation of non-randomness on the foreign currency exchange market
Quantitative analysis by analyst Akos Nagy and Dragomir Petrov investigating Price Sprikes.
TRADING THROUGH ARTIFICIAL EYES – Time Series Classifications Using Deep Neural Networks
Quantitative analysis by analysts, Jim Öhman and Jan Mueller on time series classifications using deep neural networks applied to the forex market.
The emerging e-commerce space might benefit Pricer in the short-term
Equity research report on PRICER AB by analysts Sean Taylor & Fanny Leffler.