EUR/USD April 4 2012 Update — Just a quick update to the current price action. We're seeing things slow way down now. You can never rule out a continuation but I think any short established at this level has a greater risk of consolidation ...

FXAnalytics - fxan.com

re: Cointegration — Hi Ultimate, I don't use cointegration for my work but I do some equilibrium modeling... ref. Asset Pricing Under Asymmetric Information (Brunnermeier) specifically Bayesian Nash Equilibrium. Johansen is better suited to ...

FXAnalytics - fxan.com

Current price action — I wanted to make a general obsevation about the current EUR/USD price action. I've been watching this since early last night and we've done something now that hasn't happened in a while. Typically in a move like this we ...

FXAnalytics - fxan.com

Large Data-set Optimized Returns 8:00 EST — This a three month out-of-data sample using a large data-set (10,000,000 data points) with optimized indicators. In this sample the trades are held for just a few hours so there is no over-lap and ...

FXAnalytics - fxan.com

Optimized Results for 15:00 EST Sample — Wrong title - this of course in not the 15:00 EST Sample again it's the 18:00 EST Sample Sample: 18:00 EST Un-optimized image Sample: 18:00 EST Optimized image Results improve marginally over ...

FXAnalytics - fxan.com

Optimized Results for 15PM Sample — Sample: 15:00 EST Un-optimized image Sample: 15:00 EST Optimized image Returns improved with the optimized indicator at this time period. It's worth noting here again that these returns are being ...

FXAnalytics - fxan.com

Optimized Results for 12PM Sample — Sample: 12:00 PM EST Un-optimized image Sample: 12:00 AM EST Optimized image Trades taken at this sample actually are better un-optimized. Of course you would never know that until after the fact. We ...

FXAnalytics - fxan.com

Optimized Results for 8AM Sample — Sample: 8:00 AM EST Un-optimized image Sample: 8:00 AM EST Optimized image Now we're beginning to see a pattern appear in the equity curve. Part of this is due to the holding period, which in this model ...

FXAnalytics - fxan.com

Optimized Results for 6AM Sample — Sample: 6:00 AM EST Un-optimized image Sample: 6:00 AM EST Optimized image In this sample we take on a little more volatility in the returns (not a good thing) for about the same gain. This is a good ...

FXAnalytics - fxan.com

Quick Examples — I thought it would interesting to post a few of the charts from last weeks wrap-up so you can visualize how the optimized indicators impact the trade model. It's not always what you're hoping for, but in my application, it ...

FXAnalytics - fxan.com

The good and the bad. — I've spent the week wrapping up some testing and comparison work on the optimized parameters. The good news - in my style of trading they do continue to make a difference. The bad, I don't think they are going to be of ...

FXAnalytics - fxan.com

About the product: Good, Bad and In-between. — For several years I've been staring at a byproduct of my work wondering what to do with it and if it had any value outside of my uses. For one reason or another I never really had time to address ...

FXAnalytics - fxan.com

I'll be posting to the Under Evaluation section, you can find me here. url

FXAnalytics

First things first. — Before we get to far into the background and research I want to start this with my own warning about trading Forex - I'll save the canned disclosures for the actual report. I've been involved in retail Forex now for ten ...

FXAnalytics - fxan.com

CoolK if you have time, look for a book called "Asset Pricing under Asymmetric Information". When you're dealing with that much information it helps to have a framework to model it in.

10 pips a day?

Hey Kaps, There is nothing wrong with trying to prevent big losses - I understand the psychology of that, been there. But you have to look at frequency too. I think the more you dig into the modeling of volatility and stop loss hit rate you'll ...

10 pips a day?

I think you're going to find that the negative profit expectation of the system is going to eat the account up. At the end of the day you have to experience it yourself but it's difficult to beat those odds. Every time you're wrong you'll have to be ...

10 pips a day?

blowing the dust off — Just blowing the dust off this thread - again. I've been back in research mode since late last year - gotten a lot done, still have a lot to do. At the end of the day I'm hoping to have an institutional grade report to ...

FXAnalytics

I find it laughable that you created a post that targets 30 to 60% returns and also want traders with "good" money management skills. I feel sorry for any of your investors who buy into the sales pitch, their money is already lost. Here is something ...

Profitable Traders Wanted for new fund project