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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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  • $\begingroup$ Hi AliveTrickster, welcome to Quant.SE! This is very broad and too much asking for a trading strategy. $\endgroup$
    – Bob Jansen
    Apr 1 '16 at 7:10
  • $\begingroup$ My quant.stackexchange.com/questions/716 may or may not help. $\endgroup$
    – user59
    Apr 1 '16 at 16:47
  • $\begingroup$ 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). $\endgroup$
    – Alex C
    Apr 2 '16 at 0:53