Alpha Not Foundopen trading research archive
Market

Rates

Government bonds and currencies, and the scheduled auctions and fixings that are said to move them.

Showing 1–1 of 1 experiments

IDExperimentMarketMechanismHorizonResultVerdict
E216Scheduled fixing and auction flows leave no tradable trace
fx, fixing, month-end, gotobi, treasury-auctions, calendar-flow, hedge-rebalancing
RatesCalendar1h-1dNo fix or auction effectKILL
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