FX Flow

FX flow data helps inform your directional trading strategy by enabling you to track the flow and volume of market participants to detect and/or generate trading signals.

Our FX flow dataset is available for spot, swap and outright forward FX instruments, helping to inform hedging strategies, reduce risk and enhance your risk-adjusted returns.

FX Flow improves:

  • Alpha generation analysis
  • FX rate forecast analysis
  • Understanding of market drivers & direction
  • Financial & risk management control
  • Liquidity risk management

FX Flow reduces:

  • Risk from volatility
  • Trading & liquidity risk
  • Transaction costs

Benefits of FX Flow

Through precise calibration of trading models and anticipation of flow surges, you can refine your trading strategies, structure positions for optimal liquidity and manage risk by factoring in market participant behavior across different tenors. This enhanced transparency into forward-looking net positions across various segments ultimately improves the accuracy of your trading strategies.

Download overview
CLS Award Data FX Markets Asia 2020

How 'coreness' produces FX Flow data

Measuring 'coreness' helps identify market-makers and price-takers’ activity at an aggregate level to help inform trading decisions. Within the animation, market-makers with the most connections have the highest level of coreness and are represented by the highest 'k' value.

The algorithm used to produce our flow data* helps identify:

  • Direction of trade activity
  • Position of aggressors (price-takers) at aggregate level
  • Market-maker and price-taker trades across local currencies at an aggregate level.

* The information in the CLSMarketData flow dataset does not constitute investment or financial advice and should not be relied upon as such, and CLS does not guarantee that the models and algorithms underlying the dataset have been validated.

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