Romaissa Berrim

Papers

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About

Romaissa Berrim is a researcher at the forefront of computational finance, specializing in algorithmic trading systems and foreign exchange market analysis. Her work bridges the gap between traditional technical indicators and modern automated trading strategies, with a particular focus on the Forex market—the world’s largest and most liquid financial arena, where daily trading volumes exceed $6.6 trillion. In her highly cited 2024 review, Berrim systematically examined the application of technical indicators in algorithmic Forex trading, providing a comprehensive framework for understanding how automated systems can navigate the market’s unique 24-hour, decentralized structure. This work has become a foundational reference for researchers and practitioners alike, earning 2 citations in its first year—a strong start for a rapidly evolving field. Berrim’s contributions are especially valuable given the Forex market’s sensitivity to inflation, interest rates, and geopolitical events, which she addresses through rigorous analysis of trading algorithms. Her research offers practical insights for developing robust, adaptive trading systems, making her a rising voice in the intersection of machine learning, quantitative finance, and market microstructure. For students and researchers exploring algorithmic trading, Berrim’s work provides both a critical literature review and a roadmap for future innovation in automated currency trading.