What kind of algo trades work for forex? For equities, things like pair trades work cause you end up just factoring out the market risk, but that doesn't really work with FX because if you pair trade a currency pair you just get another currency pair, and their is no reason why that should be a mean reverting process. So what kind of strategies are common? Momentum and breakout strategies? I've always been skeptical about resistance points and things like that, do they really work in fx? And what about carry tades? To my that always seems to be a bit of a macro strategy, and i'm more interested in computerized ones

really? No one? bumbp

... no, no one ?i personally have no experience in this field,but interested in others' comments ....

You can try Recurrent Reinforcement Learning (RRL), but it is very difficult to get good sharpe by meant this method

Related post on this topic; http://www.wilmott.com/messageview.cfm? ... SGDBTABLE=

You could try any of the methods you have outlined. Most of the strategies fall into the category of momentum (because it has started moving one direction it is more likely to keep moving that direction) or mean reversion strategies (because it has moved in one direction then it is likely to return to where it has been).Typically a carry trade would be for a longer period.

no one will tell you a winning strategy you have to experiment and see for your self

Nice to see some responses on this, even though its ages ago@ Stew Thats kind of the view i have at the moment. I think most strategies tend to just fall into the category of mean reverting or momentum, even the higher frequency ones which just scalp the bid-ask most of the time really sort of falls into a mean reverting assumption. Unless there is other categories of strategies i'm missing@stonybrooknickyou sound like you might have something up your sleeves. And are you a simons worshiper or do you just go to Stony Brook?

"For equities, things like pair trades work cause you end up just factoring out the market risk, but that doesn't really work with FX because if you pair trade a currency pair you just get another currency pair, and their is no reason why that should be a mean reverting process" >wdai ...not into mean reversion myself, but see no reason why you could not study/trade AUD vs NZD ; SEK VS NOK ; EUR VS CHF (watch the looney SNB tho!) in the same way as INTC VS AMD etc (all FX comparisons assume named ccys are traded as US$ straights ...so u pair AUD/USD vs NZD/USD etc )