Founded in 2015, Halberg Research is a UK-based company providing market education and research services to traders globally.
Educational content only. Not investment advice.
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Market Structure Analysis
A comprehensive educational framework designed to elevate your market understanding
Structured educational examples with clear thesis, invalidation levels, and risk parameters.
Small group deep dives on macro themes, risk management, and execution strategies.
Personal guidance to develop and evaluate your own strategies with structured feedback.
Practice modules inspired by bank-style environments to build execution rhythm and process literacy.
Concise weekly notes linking central-bank tone, data surprises, and cross-asset context for FX and commodities.
Comprehensive coverage across major asset classes with focus on liquidity behavior, structure tracking, and session dynamics. Educational content only.
Core focus areas with institutional-grade analysis
High-volume pairs with clear session rhythm and institutional liquidity patterns.
Cross-asset flows, seasonality patterns, and mean-reversion anchors.
Context and framework for primary market analysis
Policy divergence and relative strength context.
Risk tone indicators for FX context.
Macro scaffolding for FX bias and directional context.
Microstructure and calendar awareness for optimal timing.
Illustrative structure to learn entry, invalidation, and scenario planning. Educational only.
D1 balanced area; London session liquidity sweeps have reverted to mean recently. Looking for an educational mean-reversion example if liquidity is taken into a predefined level.
Avoid initiating examples within 15 minutes either side of high-impact releases.
Our contributors provide institutional-style educational commentary across FX and commodities during key market sessions. This roster reflects our research coverage rotation across London, New York, and Asia.
G10 FX Specialist
Focuses on D1 balance and session liquidity behaviour; frames examples with front-end rates tone.
Commodities Specialist
Links real rates, term premium, and inventory cadence to gold/oil rhythm; emphasises scenario planning.
JPY & Rates Specialist
Monitors Asia-session carry flows and policy windows; studies volatility pockets around data releases.
Cross-Asset & EUR Specialist
Frames EUR complex through policy divergence and equity/rates interplay; focuses on mean-reversion anchors.
Understanding position sizing and drawdown management in volatile markets.
How to read central bank communications and economic data releases.
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No. Content is educational only and does not constitute investment advice.
Retail traders who want an institutional research tone—context first, execution last.
Primarily major FX pairs and key commodities where macro context is influential.