Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market - forex leaning place

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    Wednesday, 22 August 2018

    Home FF All News Forex learning Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market

    Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market

    We analyze the effects of algorithmic news trading(ANT) in the foreign exchange market around the time that the Bank of Japan makes public announcements of its policy decisions. To observe the activity level of ANT, we propose a novel measure based on a web access record to a central b...

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