22 July 2019
Using CLS flow data to understand and trade FX spot
In Cuemacro’s report, author Saeed Amen discusses how using CLS intraday hourly flow data can provide a much clearer picture of the aggregate flow going through FX markets for market participants.
Using two different trading strategies against a generic trend model, CLS’s flow data relating to funds and non-bank financial firms tends to have a positive contribution to spot returns.
He also investigates the relationship between CLS intraday flow data and spot returns and how CLS’s flow data can be used to trade FX spot systematically.
Download the Cuemacro report and find out how using CLS’s flow data can enhance FX trading.