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record-fx

Work in progress!

The first of a series of monitors used to help monitor trading opportunities following overnight currency moves.

Heatmaps show the overnight moves in various currency markets and contextualises them in terms of standard deviations over a given window (important as different markets have different vols).

These monitors will feed into the broader macro framework, and will be extended to Record's broader and more complex quantative metrics and signals.

rcm-heatmap

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