I have had experience creating stat arb strategies for equities and etfs, but haven't dabbled much into FX trading. I was wondering if anyone knew any resources online they would suggest, or could lend their intuition as to how they would go about determining whether a currency is over/undervalued purely from the data alone. Thank you in advance!
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Hi AliveTrickster, welcome to Quant.SE! This is very broad and too much asking for a trading strategy. – Bob Jansen Apr 01 '16 at 07:10
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My http://quant.stackexchange.com/questions/716 may or may not help. – Apr 01 '16 at 16:47
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Generally quant strategies in FX can be classified as Value (based on PPP and other econ fundamentals), Carry (based on interest rate differences) and Momentum (based on past price trends). – Alex C Apr 02 '16 at 00:53