Navigating FX market volatility requires more than traditional analysis. Liquidity-aware models and machine learning techniques can provide an edge in detecting and forecasting abnormal returns.
The theories and models introduced by Robert Shiller and Didier Sornette are as applicable to the foreign exchange market as they are to the stock market.
Prasad Ramani, CFA, discusses why benchmarking is one of the most important and oft-discussed topics in asset managment.