Hello, I wish to learn more about trading strategies based on currency value. I understand the basic principles but I have been looking for a source of information regarding the calculation of PPP, the holding periods... Also, if any academic papers have been written on this please let me know. Please post any links you may have on PPP trading strategy so we can discuss on this.
Thanks for this link. The links at the bottom of the page seem very interesting. I will take the time to look at them in details tomorrow. Thanks a lot for your help.