I'm always updating this list and if you find something good please send it my way with a link. I don't host any of these files. Most of these were recommended to me. If you're looking for professional strategies and input, these are where you will find them. Reconstructing the Order Book. Simulating and Analyzing Order Book Data: Automatic Synthesis of Trading Systems. Discovery of 12 Empirical Scaling Laws. The Predictive Power of Price Patterns. Looking Back and Looking Forward. Application to Delta Hedging and Technical Analysis.
Micro Approaches to Foreign Exchange Determination. Market Microstructure and the Profitability of Currency Trading. The Microstructure of Currency Markets. Arbitrage in the Foreign Exchange Market: Turning on the Microscope. Survival of Overconfidence in Currency Markets. Price Discovery in Currency Markets.
The Case of Currencies. A survey of Empirical Literature. Macro Lessons from Microstructure. Currency Orders and Exchange Rate Dynamics: Micro Effects of Macro Announcements: Relation of Expected Gain to Kelly Formula. High Frequency Trading and Price Discovery. ParaCurve is free and has been since Help us out and rate our content!
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