Systematic intraday mean reversion strategy 

In addition to trading the FX market from a rebalance 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. Instead of relying solely on short-term charts for information, we utilize our proprietary GARCH model to map out expected volatility, adopting a more systematic and quantitative approach.

The GARCH process is a statistical model used to analyze and forecast time series data. It captures the volatility clustering often observed in financial markets, where periods of high volatility tend to cluster together. GARCH models estimate the conditional volatility of a time series based on historic volatility and errors on earlier predictions, allowing us to better understand and predict future volatility patterns. Our GARCH model swiftly adjusts to new information, enabling us to capture changing market dynamics with precision. This adaptability allows us to stay ahead of evolving trends and make timely decisions in response to market shifts.