Yesterday morning I jumped into the AUDCHF, CADCHF, EURAUD, EURGBP and the GBPUSD. Things were pretty quiet all day, not a lot of movement in the account. image This morning on the rebalance I added NZDJPY and USDCAD out of a handful of new ...

Currency Scan

DIGGER! What's going on bud, good to see you! Hope all is well. I should be back on the regular now. Finally got the Numerai Hedge Fund thing out of my system, was a really interesting project, but it's time to get back to trading for myself. Happy ...

EURUSD only

For me, there isn't a lot cooking with the EURUSD. Just a smidgen of bearish bias in the technical and ML models (but barely).

EURUSD only

A couple of things showing up as trades, neither of which I'm taking right now. The USDCAD is so blown out I want to wait and let my chart technicals catch up. It's also screwing up my position sizing as the current forecast is for a move up but the ...

Currency Scan

A quick look at the current price action. Some of this is residual from Friday. Technical and ML models are mostly out of sync, I'll be checking things again before the US sessions kicks off.

Currency Scan

The AUDCAD has run about as far as I can model. That doesn't mean there isn't more left, but it's extending beyond my time-frames. If I were in it I'd be squaring up. Hurts a little that I wasn't, would have been a fun ride.

AUDCAD

The decision matrix (aka Currency Scan) is finally finished. Lot of updates and improvements already planned, but it's where it needs to be to trade. Looking forward to 2019! Except for some small trades here and there for stress testing the system, ...

Currency Scan

I wish I had gotten this posted a little earlier. That move hit hard and fast. Most of the signal strength has gone, but there is still room to run lower if momentum persists. 0.9629 is my first target on this.

AUDCAD

Position/Bet sizing is incredibly important when trading. Been thinking about this a lot the last few months. Most of us are familiar with Kelly Criterion, but we also know that using it can be the shortest distance to the exit if there is a run of ...

Currency Scan

As a rule, the only time my machine learning forecasts show up is if a trade is signaled. Realized today there are times where I want to take a peek at those, especially if I'm writing about something specific (like the GBPJPY today). So I'm adding ...

Currency Scan

Quick update, fixed the composite forecast, signaling sensitivity was incorrect. All good now.

Currency Scan

Drilling just a little deeper into the pound, ML forecast is for a move lower from current levels. With a mixed forecast there I'm pretty much on the sidelines. The upside is, if it does push lower it will continue to look more asymmetrical from a ...

Currency Scan

Not a lot going on this morning on my end. We see a signal starting to develop in the GBPJPY, still early on that though. A little bit of price action as well in the AUDNZD, CADJPY, NZDUSD and USDJPY. We'll see how this plays out through the day, ...

Currency Scan

Trade Explorer is up and running, feel free to follow along as I kick off the slow grind... Super excited to get back at it, little nervous too (can't lie), but looking forward to making that long march towards a five-year track record and see how ...

Currency Scan

Thank you, now if I can just avoid broker bankruptcies/melt-downs maybe I'll have a fighting chance??? Definitely looking forward to getting back in the grind.

Currency Scan

Man, this update has been a long time coming. First things first, a few weeks ago I submitted my final models to the Numerai Hedge Fund. All those models have resolved and I leave their data science competition in the top 20, out of several hundred ...

Currency Scan

Some things never change, even when they've changed.

FXCM Discussion

Just realized I need to change my signature, not looking for work/partnerships at this time. Just want to focus on research, analysis and modeling. Maybe do a little writing as well. All of that can be accomplished here.

Currency Scan

Fast forward a bunch of months: I tried to push the CS off into the institutional side of things, but I just can't muster the manpower to make a proper go of it. There is so much demand for talent it's difficult to come up with a package that will ...

Currency Scan

I've been giving this a lot of thought the last few days, I think it's time to move back into the professional side of things. Trading the last few weeks have driven home the strengths and weaknesses of the research and modeling. It's just not ...

Currency Scan