Originally Posted by matfx Quantitative Risk Management : Concepts, Techniques & Tools ~ By Alexander McNeil, Rudiger Frey and Paul Embrechts The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management ...
Comparing data from two forex brokers shows differences in data feeds can have a significant impact on testing and trading — especially short-term time frames. A common experience for many FX traders is trading a system through different forex brokerages. Because the spot FX market lacks a centralized exchange and is traded “over-the-counter,” forex brokerages can construct their data feeds using any liquidity providers (typically banks) they want. As a result, the exact price ...
US Dollar Rally Will Stall Without a Spark Fundamental Forecast for Dollar: Neutral Though US Treasury yields were in retreat this past week, the move does not likely reflect fading Fed expectations There is limited impetus from the docket for a big ‘risk’ breakout this week, but a surge in sentiment doesn’t require data The US Dollar managed to turn a close call test of 14-month lows into an impressive rebound ...
Traders and investors in the Indian equity markets have been enjoying watching as prices have been breaking to all-time highs. Of course the big question in everyone’s mind is where will this bull run end and is there anything I can do to protect my capital when it does? While no one can predict exactly where this price movement will reverse since there is no supply level above to signal this, there are some tools that traders can use to identify when the bullish pressure has subsided and therefore ...
India's forex reserves up $1.94 billion India's foreign exchange (forex) reserves rose by $1.94 billion to $311.85 billion for the week ended May 2, led by a sharp jump in overseas currency assets, Reserve Bank of India (RBI) data showed. The reserves had gained $499.8 million to reach $309.91 billion for the week ended April 25. According to the RBI's weekly statistical supplement, foreign currency assets, the biggest component of the forex reserves, jumped ...
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