AUTHOR: Fawad RazaqzadaDATE: APR 2019
Using Scaling Laws For FX Trading Models: A Two-Dimensional Extension
ARTICLE SYNOPSIS...Previously, we looked at how scaling laws can be used to predict the behavior of forex (FX) data. In this follow-up article, we look at how scaling laws can be extended into two dimensions: volatility and price change thresholds. Now, using two-dimension
AUTHOR: Richard PosterDATE: JUL 2020