Intraday FX strategy that exploits the tendency of currencies to depreciate during local business hours and appreciate during foreign business hours. Uses EUR.USD with hourly data from Interactive Brokers. Compatibile with sample data.
CLI:
quantrocket codeload clone 'fx-bizday'Python:
from quantrocket.codeload import clone
clone("fx-bizday")Start here: fx_bizday/Introduction.ipynb
Find more code in QuantRocket's Codeload Library