Cuemacro: Using CLS flow data to understand and trade FX spot

Article

10 min read

Article

10 min read

Going with the FX flow. 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.

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.

“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.”

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Cuemacro: Using CLS flow data to understand and trade FX spot

“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.”

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