I have recently noticed strange price behavior on several technical systems 15 to 30 minutes before a major news release. I believe that this is the result of inside information, ergo, news leaks, having an effect on market prices. I think that on specific pairs it could be quantifiable and profitable.
I'm trying to quantify it and make it into a tradeable system. Any help would be appreciated...
I'm trying to quantify it and make it into a tradeable system. Any help would be appreciated...
"The time to act is when others show signs of tire." --W.D. Gann