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Quant Signals: PCA model and Backtesting Features

Quant Signals: PCA model and Backtesting Features

Using a Principal Component Analysis (PCA) model to analyze assets across financial markets provides a powerful framework for investment decisions. By mapping out the macro anatomy of a given asset, PCA identifies key trends and underlying patterns that influence price fluctuations and market dynamics.

Quant Signals: PCA model and Backtesting Features

Quant Signals: Central Bank Sentiment Indicators

Our updated state-of-the-art Central Bank Sentiment indicators are flagging important changes in communication dynamics since the beginning of the year. We recently upgraded our sentiment measurement to a more fine-tuned and nuanced NLP model that effectively captures the meaning of Central Banker rhetoric and here share key findings.

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Quant Signals: PCA model and Backtesting Features

Quant Signals: Intraday mean reversion strategy

In addition to trading the FX market from a rebalancing of FX hedge perspective, there exists another approach that also yield consistent returns over time. This approach is highly trading-oriented and tactical in nature, as it aims to extract value from the intraday market from a mean reversion perspective.

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