$7.5T daily FX volume
RegLong
Daily FX volume ~$7.5T 2022 BIS
Source: encyclopedia
100% hedge international equity
HedgingMulti
100% hedge international equity unhedged debate
Source: encyclopedia
12M momentum simple
TrendLong
12-month FX trend momentum simple rule
Source: Quantpedia
2008 collapse 50% drawdown
CarryShort
Carry trade 2008 ~50% drawdown collapse
Source: encyclopedia
2014-15 FX rigging fines $10B+
RegShort
2014-15 FX rigging fines $10B+ banks
Source: encyclopedia
360T multi-bank
PlatformsMulti
360T DB multi-bank FX platform
Source: encyclopedia
AUD/JPY commodity-yen
CarryLong
AUD/JPY commodity-yen carry
Source: IconFX
AUD/USD risk-on commodity
PairsLong
AUD/USD risk-on commodity FX
Source: encyclopedia
Aug 2024 yen carry unwind
CarryShort
Aug 2024 yen carry unwind crash
Source: encyclopedia
BIS triennial survey
RegMulti
BIS triennial central bank FX survey
Source: encyclopedia
BNP Paribas FX PB
Prime BrokerageLong
BNP Paribas FX prime brokerage
Source: BNP
BTC/USD largest crypto
Crypto FXMulti
BTC/USD largest crypto pair
Source: encyclopedia
Barclays FX PB
Prime BrokerageMulti
Barclays FX prime brokerage
Source: encyclopedia
Big Mac Index Economist
Mean ReversionMulti
Economist Big Mac Index PPP gauge
Source: encyclopedia
Bloomberg FXGO/FXT
PlatformsMulti
Bloomberg FXGO/FXT trading
Source: encyclopedia
Bollinger range trade
Mean ReversionLong
Bollinger range trade FX sideways
Source: Knowledge
Borrow low yield invest high
CarryLong
Borrow low yield currency invest high yield
Source: IconFX
Butterfly + ATM vol
SentimentLong
FX butterfly + ATM vol structure
Source: encyclopedia
CHF funding alternative
CarryMulti
CHF funding alternative low rates
Source: encyclopedia
CLS Bank settlement
RegMulti
CLS Bank PvP FX settlement
Source: encyclopedia
CPI release inflation key
NewsLong
CPI release monthly inflation print
Source: encyclopedia
Citi FX PB
Prime BrokerageLong
Citi FX prime brokerage largest
Source: encyclopedia
Cross-currency basis swap
HedgingMulti
Cross-currency basis swap funding hedge
Source: encyclopedia
Currency Cross Carry Index DBV
TrendMulti
DB Currency Cross Carry Index DBV
Source: encyclopedia
Currenex retail/inst
PlatformsMulti
Currenex State Street retail/inst
Source: encyclopedia
DXY USD Index basket
SentimentLong
DXY USD Index 6-currency basket
Source: encyclopedia
Deutsche Bank FX PB
Prime BrokerageLong
Deutsche Bank FX prime brokerage
Source: encyclopedia
Donchian breakout 20D high
TrendLong
Donchian 20D high breakout entry
Source: encyclopedia
Dynamic hedge carry+trend+value
HedgingLong
Dynamic hedge carry/trend/value Harvey 2025
Source: SSRN
EBS Spot ICAP
PlatformsLong
EBS Spot ICAP NEX FX EUR/USD JPY
Source: encyclopedia
EM yield grab BRL ZAR TRY MXN
CarryLong
EM yield grab BRL ZAR TRY MXN INR
Source: encyclopedia
EUR/GBP cross
PairsMulti
EUR/GBP key European cross
Source: encyclopedia
EUR/JPY cross
PairsMulti
EUR/JPY EU/Japan cross
Source: encyclopedia
EUR/USD basis post-2008
HedgingMulti
EUR/USD basis blow-out post-2008 USD shortage
Source: encyclopedia
EUR/USD majors highest vol
PairsLong
EUR/USD largest FX pair daily $1.4T+
Source: encyclopedia
Economic calendar prep
NewsLong
Economic calendar prep predefined entries
Source: Knowledge
Equinix LD4 NY4 colo
PlatformsLong
Equinix LD4 London NY4 NJ FX colo
Source: encyclopedia
FOMC rate decision 8/yr
NewsLong
FOMC rate decision 8/yr major mover
Source: encyclopedia
FX Global Code 2017
RegMulti
FX Global Code 2017 best practices
Source: encyclopedia
FX prime brokerage tier 1
Prime BrokerageLong
FX Prime Brokerage tier 1 banks
Source: BNP
FX swaps largest segment
RegMulti
FX swaps largest segment ~50% volume
Source: encyclopedia
FX value over/undervalue
ValueLong
FX value strategy overvalued/undervalued
Source: Quantpedia
FXall Refinitiv
PlatformsMulti
FXall Refinitiv D2C multi-bank
Source: encyclopedia
Forward hedge straightforward
HedgingLong
Forward hedge straightforward common
Source: encyclopedia
GBP/JPY widow maker
PairsMulti
GBP/JPY widow maker high vol cross
Source: encyclopedia
GBP/USD cable tight spread
PairsLong
GBP/USD cable major liquid
Source: encyclopedia
GDP quarterly release
NewsMulti
GDP quarterly release growth signal
Source: encyclopedia
Goldman Sachs FX PB
Prime BrokerageLong
Goldman Sachs FX prime brokerage
Source: encyclopedia
Hotspot FX BATS
PlatformsMulti
Hotspot FX BATS Cboe ECN
Source: encyclopedia
IMM CFTC speculator positioning
SentimentLong
CFTC IMM speculator FX positioning
Source: encyclopedia
JPMorgan FX PB
Prime BrokerageLong
JPMorgan FX prime brokerage
Source: encyclopedia
JPY funding low rates 1990s+
CarryLong
JPY funding currency since 1990s low rates
Source: encyclopedia
LMAX MTF retail
PlatformsMulti
LMAX Multilateral Trading Facility retail
Source: encyclopedia
Last look mechanism debate
RegShort
Last look mechanism RFQ rejection debate
Source: encyclopedia
Latency arb cross-platform
StrategyMulti
Latency arb cross-platform FX HFT
Source: encyclopedia
London open 8 AM GMT
SessionsMulti
London open 8 AM GMT volatility peak
Source: encyclopedia
London-NY overlap 1-5 PM GMT
SessionsLong
London-NY overlap 1-5 PM GMT peak vol
Source: encyclopedia
Long-term cointegration
ValueLong
LT cointegration major pairs
Source: encyclopedia
Lyxor Trend Following CTA
TrendMulti
Lyxor SocGen CTA Index trend following
Source: encyclopedia
Min-variance hedge ratio
HedgingLong
Min-variance hedge ratio dynamic
Source: Quantpedia
Morgan Stanley FX PB
Prime BrokerageLong
Morgan Stanley FX prime brokerage
Source: encyclopedia
NDF non-deliverable forwards
HedgingMulti
NDF non-deliverable forwards EM IDR INR
Source: encyclopedia
NFP Non-Farm Payrolls volatility
NewsMulti
NFP Non-Farm Payrolls 1st Friday volatility
Source: encyclopedia
NY open 1 PM GMT
SessionsMulti
NY open 1 PM GMT major USD flows
Source: encyclopedia
NZD/JPY classic carry
CarryLong
NZD/JPY classic carry pair 2026
Source: IconFX
NZD/USD kiwi commodity
PairsMulti
NZD/USD kiwi commodity related
Source: encyclopedia
Optimal joint equity+FX hedge
HedgingLong
Optimal joint equity+FX hedge ratio
Source: Quantpedia
Option hedge optionality cost
HedgingMulti
Option hedge optionality + cost
Source: encyclopedia
PMI Purchasing Managers
NewsMulti
PMI Purchasing Managers Index expansion
Source: encyclopedia
PPP purchasing power parity
Mean ReversionLong
PPP purchasing power parity LR equilibrium
Source: Quantpedia
Position-unwinding crash risk
CarryShort
Carry trade position-unwinding crash risk
Source: Quantpedia
REER real effective exchange rate
Mean ReversionLong
Real effective exchange rate REER weighted
Source: encyclopedia
Refinitiv Matching
PlatformsLong
Refinitiv Matching D2D platform
Source: encyclopedia
Risk reversal options skew
SentimentLong
FX risk reversal options skew sentiment
Source: encyclopedia
Sovereign CDS proxy
CarryMulti
High-IR currencies load sovereign default
Source: Quantpedia
Spot ~30% volume
RegMulti
Spot FX ~30% of daily volume
Source: encyclopedia
Stablecoin EM remittance
Crypto FXLong
Stablecoin EM remittance use case
Source: encyclopedia
Statistical arb pairs
StrategyLong
Statistical arb FX pairs cointegration
Source: encyclopedia
Sunday open thin liquidity
SessionsShort
Sunday open Sydney thin liquidity gaps
Source: encyclopedia
Tokyo open 12 AM GMT
SessionsMulti
Tokyo open midnight GMT JPY flows
Source: encyclopedia
Trend following moving averages
TrendLong
Trend following MA + ADX confirm
Source: IconFX
Triangular arbitrage
StrategyLong
Triangular arbitrage 3-currency
Source: encyclopedia
UBS FX PB
Prime BrokerageLong
UBS FX prime brokerage
Source: encyclopedia
USD/BRL real volatile
EMMulti
USD/BRL Brazilian real high vol
Source: encyclopedia
USD/CAD oil correlation
PairsLong
USD/CAD oil correlation high
Source: encyclopedia
USD/CHF safe haven CHF
PairsLong
USD/CHF Swiss franc safe haven
Source: encyclopedia
USD/CNH offshore yuan
EMMulti
USD/CNH offshore Chinese yuan
Source: encyclopedia
USD/HUF Hungarian forint
EMMulti
USD/HUF Hungarian forint EU EM
Source: encyclopedia
USD/IDR Indonesian rupiah
EMMulti
USD/IDR Indonesian rupiah EM
Source: encyclopedia
USD/INR Indian rupee
EMMulti
USD/INR INR Indian rupee EM
Source: encyclopedia
USD/JPY second most traded
PairsLong
USD/JPY second most-traded pair
Source: encyclopedia
USD/MXN peso carry
EMMulti
USD/MXN Mexican peso carry
Source: encyclopedia
USD/PHP Philippine peso
EMMulti
USD/PHP Philippine peso EM
Source: encyclopedia
USD/PLN Polish zloty
EMMulti
USD/PLN Polish zloty EU EM
Source: encyclopedia
USD/RUB ruble sanctions
EMMulti
USD/RUB Russian ruble sanctions affected
Source: encyclopedia
USD/THB Thai baht
EMMulti
USD/THB Thai baht EM
Source: encyclopedia
USD/TRY lira chronic weakness
EMMulti
USD/TRY Turkish lira chronic weakness
Source: encyclopedia
USD/VND Vietnamese dong
EMMulti
USD/VND Vietnamese dong EM
Source: encyclopedia
USD/ZAR rand
EMMulti
USD/ZAR South African rand commodity
Source: encyclopedia
USDT/USD stablecoin
Crypto FXMulti
USDT Tether stablecoin pair
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.