Update as of 7:45 pm est, Wednesday Nov 25, 2015: Current open trade(s): EURCAD; buy 180 UNITS @ 1.4200 (opened 11-22-15); TP @ 1.4300 EURCAD; buy 179 UNITS @ 1.4100 (opened 11-25-15); TP @ 1.4200 EURAUD; sell 160 units @ 1.4600 (opened 11-25-15); ...

My Grid-Hedge Journal

Update as of 7:00 pm est, Tuesday Nov 24, 2015: Current open trade(s): EURCAD 180 UNITS @ 1.4200 (opened 11-22-15); TP @ 1.4300 Today's closed trades: NONE Pending orders SELL EURAUD (160 units) only if EURCAD position drops to 1.41 BUY EURCAD, 181 ...

My Grid-Hedge Journal

Update as of 8:00 pm est, Monday Nov 23, 2015: Current open trade(s): EURCAD 180 UNITS @ 1.4200; TP @ 1.4300 Today's closed trades: NONE Pending orders SELL EURAUD (160 units) only if EURCAD position drops to 1.41 BUY EURCAD, 181 units @ 1.4300; TP ...

My Grid-Hedge Journal

Update as of 5:30 pm est, Sunday Nov 22, 2015: Current open trade(s): EURCAD 180 UNITS @ 1.4200; TP @ 1.4300 Today's closed trades: NONE Pending orders SELL EURAUD (160 units) only if EURCAD position drops to 1.41 BUY EURCAD, 181 units @ 1.4300; TP ...

My Grid-Hedge Journal

Update as of 4:35 AM est, Friday Nov 20, 2015: Current open trade(s): NONE ALL EURCAD positions were closed at 1.4225; ALL EURAUD positions were closed at 1.4801. The EURCAD positions were net -$42.55 USD and the EURAUD positions were net +$43.97. ...

My Grid-Hedge Journal

Update as of 7:45 PM est, Thursday Nov 19, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Update as of 8:55 PM est, Wednesday Nov 18, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Update as of 7:15 PM est, Tuesday Nov 17, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Update as of 8:00 PM est, Monday Nov 16, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

@ anyvest: Thank you for your comment, but I'm not out to "prove" anything; this journal is for my benefit and whoever wants to read along. There is nothing to "hide"... no secrets... the trading approach is detailed in the first post. Albeit, I ...

My Grid-Hedge Journal

Update as of 5:00 PM est, Friday Nov 13, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Update as of 7:50 PM est, Thursday Nov 12, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Update as of 8:45 PM est, Wednesday Nov 11, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Hi EZ, The few baskets I've been testing are not "net zero" exposure, albeit the number of units in each triangular hedge is volatility-adjusted (relative to the most volatile pair in the hedge) such that the high low equity swings of each ...

Mathematical Relationship between Forex pairs

Update as of 8:35 PM est, Tuesday Nov 10, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Excellent posts Mathematician!!! As I said previously, we should be able to use this information to develop a balanced basket such that it earns a consistently modest profit with "mitigated" risk due to multiple-pair hedging...and we can make the ...

Mathematical Relationship between Forex pairs

Update as of 8:45 PM est, Monday Nov 9, 2015: Current open trade(s): EURCAD (buy; opened 9-29-15) 182 units @ 1.5145; TP = 1.5245 EURCAD (buy; opened 9-30-15) 181 units @ 1.5045; TP = 1.5145 EURCAD (buy; opened 9-30-15) 180 units @ 1.4950; TP = ...

My Grid-Hedge Journal

Hi Mathematician, Thanks for the clearer algebraic expressions...by convention I just leave out the "/ " sign, but nonetheless you are right that the relationships themselves don't give you an edge (other than stat arb). But for hedging purposes, ...

Mathematical Relationship between Forex pairs