fx_session

Evans-Lyons (2005) AER — FX order flow predictive in specific sessions, Tokyo/London/NY structural patterns

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

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Fires (90d)0

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Evans-Lyons (2005) AER — FX order flow predictive in specific sessions, Tokyo/London/NY structural patterns

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