Data Trends for Investment Professionals

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The best FX datasets on Quandl: volume, flow, swap and more

Over the years, we’ve scouted the forex landscape to bring you a world class portfolio of FX data products. Quandl’s FX data includes foreign exchange volume and flow by currency and participant type, swap and forward volume, rates and much more. Here are the most popular (and most essential) foreign exchange datasets on Quandl. FX Alternative Data Bundle Quandl’s most powerful FX data comes from the world’s largest multi-currency cash settlement system, settling more than 50% of FX transactions globally. Prior to their foundation, FX transaction data was widely dispersed and hard to aggregate. Our ability to source and present...

Bollinger Band Breakout Augmented with FX Volume

This alternative data in action post looks at the power of currency volume data. CLS has just published the first true global foreign exchange (FX) volume database. Commercially available for the first time via Quandl, this database is the most accurate, most comprehensive and timeliest gauge of currency trading volume ever published. In this post, we present the results of augmenting a well-known FX trading strategy - Bollinger Band breakout - with data from our CLS Daily FX Volume database. This database, along with the CLS Hourly Volume database, offers access to the broadest set of executed trade data in...

Finally: A comprehensive, global FX volume database

There is a paradigm change towards increased transparency in the currency market.  CLS has just published the first true global foreign exchange (FX) volume database.  Commercially available for the first time via Quandl, this database is the most accurate, most comprehensive and timeliest gauge of currency trading volume ever published.  CLS’ new FX volume data has been described by one of our customers as “the missing link”.  This post explains why. The Challenge of FX Trading FX is one of the hardest markets from which to profit.  Currencies are incredibly volatile and masquerade as normally distributed only to pop violently in...

FX Data and Currencies on Quandl

Quandl has a number of high-quality databases covering foreign exchange rates and currencies: spot and reference rates, trade-weighted rates; real and PPP-adjusted rates, and much more.  This post lists a few of the most popular of the FX datasets available on Quandl. Update: Learn more about the new additions to Quandl's world class portfolio of essential FX data products. Central Bank Reference Rates A few central banks publish reference exchange rates across markets. The best of these is probably the Bank of England. BOE publishes rates to convert over 40 global currencies to the US Dollar, Pound Sterling, and the...

Trumping Forex Movements with Volume Data

There have been many reports of statements or actions made by Donald Trump having an effect on the stock market. Planet Money even built a bot that trades based on the US president’s many Twitter musings. Now the correlation between political events and market movement has been confirmed in the foreign exchange world. As reported by Reuters, Quandl’s partner CLS Group recently published a report on the real-time correlations between significant political acts that took place during Trump’s first 100 days in office and currency market surges. After Trump ordered missile strikes on Syria, for instance, CLS data confirmed a...

Uncovering Volume and Improving FX Execution with Data

The foreign exchange market has long been the most decentralized and opaque of all markets. As a result, FX traders labor under major informational disadvantages compared to their peers in other asset classes. Unlike equity markets, where SEC regulations mandate that public exchanges report transaction prices and daily trading volumes, FX boasts no such unified data sources. There are no central exchanges, pits or bulletin boards. The entire market is over-the-counter, party to party, and nobody knows what anybody else is doing beyond the price they’re bidding and offering. In forex, volume is an imperceptible undercurrent. Investment banks see some...

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