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I am PhD in computer science, and I am pretty much clueless where can I look for good journals or conferences for Forex that talked about its inefficiency. Is there any good journals, conferences that has research papers covering this in a practical way? Or any particular research papers you would recommend?

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closed as too broad by msitt, noob2, LocalVolatility, Quantuple, chollida Apr 26 '17 at 18:23

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You could try Market-maker, inventory control and foreign exchange dynamics by Westerhoff and follow the references...

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Arguably the top 3 anomalies for FX (at low frequencies, i.e not HFT) are Carry, Momentum and Value, which are found in some markets other than FX as well. There is a vast literature on these.

For Carry I recommend a survey by Swinkels Empirical Evidence on the Currency Carry Trade, 1900-2012

For Momentum in FX this link is good Quantpedia: FX Momentum

"Value" in FX is generally equivalent with Relative Purchasing Power Parity, again Quantpedia has an overview Quantpedia: FX Value - PPP

It is a huge area you ask about, too big to address really without knowing what you are trying to do. If you want a single overview of FX strategies a source also referenced in several of the above links is Levich: A New Look at Currency Investing

One final warning: it is a lot more difficult to put into practice these ideas, and a lot more controversial how well they work, than these references make it seem.

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