FX Futures
Q7 AEGIS AI S6 — FX Futures Architecture
algorithmic trading carries substantial risk of loss. past performance does not guarantee future results. Quant7 Alpha, LLC does not custody client assets, does not provide personalized investment advice, and is not a registered investment advisor.
abstract
We describe S6, the FX-futures member of the Q7 AEGIS AI family, which trades CME micro currency futures on four major USD pairs (6E/EUR, 6B/GBP, 6A/AUD, 6J/JPY) across four horizons. The design premise is that the dominant systematic driver of the major-pair complex is the US-dollar factor, and that a specialized engine set trading the dollar-relative structure captures regime behavior that pair-by-pair models miss.
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