Multi Currency

Multi-currency research focuses on understanding and predicting fluctuations in exchange rates across multiple currency pairs, aiming to improve trading strategies and risk management. Current research employs diverse approaches, including deep reinforcement learning (particularly multi-agent architectures like A3C) for algorithmic trading optimization and various time series models (GARCH, EWMA) to forecast volatility. The optimal selection of currency pairs for trading, balancing liquidity and connectivity, is also a key area of investigation, often tackled using optimization algorithms. These advancements have implications for both automated trading systems and a deeper understanding of complex financial market dynamics.