Enterprising Investor
Practical analysis for investment professionals

foreign exchange


Abnormal FX Returns and Liquidity-Based Machine Learning Approaches

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.

FX Bubbles: Through the Lens of Shiller and Sornette

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.

Investing in Currencies: The Problem with Benchmarks

Prasad Ramani, CFA, discusses why benchmarking is one of the most important and oft-discussed topics in asset managment.