CalPERS financial managers are exploring the potential for generating profit in currency markets using high-frequency intraday trading, an emerging practice recently made possible by the availability of historical data, electronic trading platforms, and computing tools. CalPERS uses MATLAB® to analyze historical currency market data and better understand market dynamics such as volume, volatility, and market direction. “By quantifying market dynamics and modeling market behavior, we can identify some very interesting opportunities,” says Omid Rezania, Investment Officer at CalPERS. “We use CalPERS financial managers are exploring the potential for generating profit in currency markets using high-frequency intraday trading, an emerging practice recently made possible by the availability of historical data, electronic trading platforms, and computing tools. CalPERS uses MATLAB® to analyze historical currency market data and better understand market dynamics such as volume, volatility, and market direction. “By quantifying market dynamics and modeling market behavior, we can identify some very interesting opportunities,” says Omid Rezania, Investment Officer at CalPERS. “We use
CalPERS financial managers are exploring the potential for generating profit in currency markets using high-frequency intraday trading, an emerging practice recently made possible by the availability of historical data, electronic trading platforms, and computing tools. CalPERS uses MATLAB® to analyze historical currency market data and better understand market dynamics such as volume, volatility, and market direction. “By quantifying market dynamics and modeling market behavior, we can identify some very interesting opportunities,” says Omid Rezania, Investment Officer at CalPERS. “We use
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