Looking for the silver lining in all of this... with most of the summer camping/hiking season behind me and not focused so much on my own model building and trading, it's given me some time to work on the Numerai modeling a little more. In early ...

Currency Scan

As an aside to all this, it's possible for me to run a demo account and still produce the CS, I haven't decided if I want to bother with it or not and I wanted to be really transparent about what I am, and what I'm not doing... I may play around ...

Currency Scan

I spent a lot of my time on better platforms, where I had direct access to over a dozen different pools of liquidity. I think also, I always hoped as the industry matured as regulation found its way in, things would improve, that the clients would ...

Currency Scan

DISCLAIMER: I'M NO LONGER TRADING Without going into a lot of detail I've decided to suspend my trading activity, probably permanently. I just simply no longer trust the Retail Brokers. My most recent broker was my last stab here in the US and I've ...

Currency Scan

There was a beer in that picture... I'll have to look again.

EURUSD

We did see some bullish price action last night in the pair and as such the long entry signal has come off the table. Currently sitting at R1 which I would guess will just about cap the price action for the balance of the US session.

AUDNZD

There is a lot of intraday asymmetry right now, which as we grind into summer becomes more relevant (as volatility levels tend to fall off). There are a handful of short-term setups here worth digging into a little deeper.

Currency Scan

We did get a little improvement last night in the current setup, but I'm still not crazy about the AUD Index strength right now, would really like to see the index cycle lower and be a little more in gear with the pair. Will see what next week ...

AUDNZD

Well I got the cyclical move up, just not the improvement in the risk profile prior... I wasn't going to be in this either way as my focus is over on the setup developing in the AUDNZD. Was a pretty sweet move in the EU though.

EURUSD

Beginning to see some cyclical support for the EU to move higher. I'd honestly be happy for a sell off first, would make the risk profile a little more interesting for me.

EURUSD

Just got a long signal in the pair. I'm not ready to hop into this just yet as the AUD Index is still very strong overall, but we could have something brewing as we head into next week.

AUDNZD

You're more than welcome to post in here.

Currency Scan

The GBP/CHF showing a little movement lower, had a tiny break followed by some bearish momentum. This will kill the longer term signal in the scan but there is still plenty of asymmetry in the short-term studies (APL). image

Currency Scan

Finally have Python and R integrated into Visual Studio, the xgboost install on the python side was miserable (was easy in R), but it's in there. image This will make development a little smoother. For R (in this setting) I decided to give ...

Currency Scan

I wish there was a way for us to automate some of our posting. I know that opens an entire can of worms, would make life a lot easier though I get updates from the scan right now about 4 times a day, I could set it up to post as often as people ...

Currency Scan

EU higher overnight by a small margin, signaling a "break" in the scan from neutral territory and it has room to grind higher. If it does it will do so against a bearish signal in the cyclical indicator so the upside could be restricted. We're also ...

EURUSD

Here is a good piece which digs into the disconnect between fundamental data and the magnitude of exchange rate pricing (section 6 and Fig. 3). url

Currency Scan

Not a lot happening right now, things are a little mixed and there really isn't any asymmetry in the pair to speak of - I don't really see any good risk adjusted plays on deck. Yesterday the Dollar Index did break higher then stalled, and the Euro ...

EURUSD

Currently sitting in 46th place (out of 353) for this months hedge fund competition.... which means nothing. Everything changes when the balance of the data drops. Last month saw my model take a dive, it was clearly overfit, and I wasn't surprised ...

Currency Scan

This little break lower in the EU could be finding some resistance in the larger indexes. Both the EU Index and the Dollar index are stalling at support and resistance. If these areas fail there is room to run but this is kind of the make or break ...

EURUSD