Dazz, Nice post and explanations. It does look like the USD may rally quite a bit according to other pairs (according to COT data). I had quite the short position in EU which I established yesterday on 2/21 (about 20% of my margin used to short EU ...

Building an equity millipede

possible swing trades for the next few weeks — Good evening everyone, Please refer to the attached .pdf ... it shows net commercial positions from the COT report (reported as of 2/15/11). The blue line is the running 52 week mean, and the red ...

Building an equity millipede

Welcome back Sophos! I hope you had a great vacation ... I checked your blog, and it seems to be non-operational: url Regards, EZ

Forex Market Deciphered: The Equilibrium Cross

Today I tested on 30 min (just visual backtesting) with EURUSD and EURCAD for Jan, 2011. I entered both pair in appropriate direction when Stoch difference was 80, and exited at 20. As I recall, there were 4 trades, with 3 wins. Unfortunately I ...

Hedge and Correlation Strategy

EURUSD — Hi Sophos, I think EURUSD may be a good short here ... reasons: 1) USDX at 77 support (strong sup), and should bounce 2) USD fundamental data strong the past few reports today and yesterday 3) EURUSD has had a HUGE run (almost 1000 ...

Forex Market Deciphered: The Equilibrium Cross

I just shorted 2 positions (1.3755, 1.3746) in EU, SL at b/e on first one. With ISM data out that should help the $ ... Also 1.375 major resis as Nomask said. Double top can be forming here ... EZ Edit: SL hit on both, small loss overall. 1.375 is ...

Building an equity millipede

net non commercial positions from 1/25/11 data — see attached ... EZ

Weekly COT report Analysis + Trade Ideas

Thanks ... if you can't attach in a PM, let me know and I'll forward my email. Regards, EZ

Forex Market Deciphered: The Equilibrium Cross

Hi Cosgrove, Can you forward me what work you have don on this? I'd be very interested in taking a look and see how I can contribute. As a side note, I'm currently studying Operations Research to work on my 2nd Master's degree ... optimization is ...

Forex Market Deciphered: The Equilibrium Cross

Hi Trader Guy, From all of my experience, I think (actually ... I know) the best way to trade and add on positions which limits risk (and later eliminates risk) in a trade sequence ... and really bumps up profits. The hard part (for me at least) is ...

Forex Market Deciphered: The Equilibrium Cross

thoughts for Jan 26 — PDF says Jan 25, but I meant today (26) ...

Forex Market Deciphered: The Equilibrium Cross

Hi Sophos, Here are my thoughts (see attached). Basically quiet till tomorrow FOMC ... EURUSD major resis at 1.375 .... I think it may spike to there, then reverse? If it sees near that level I'll be a shortin! ;-) EZ

Forex Market Deciphered: The Equilibrium Cross

Thanks ...

Calling all Quants and Statistical Analysts

Hi Everyone, I'm starting to arrange fund. data in a summary table ... see attached and comments. EZ

Forex Market Deciphered: The Equilibrium Cross

Hi Sophos, Thanks for the post ... I just bought some AUDUSD long, with SL below recent lows, and also bought some NZDUSD. Good to see your signal to buy! :-) As for the fundy's ... AUD and NZD are highly correlated. AUD: 2:30am AUD PPI q/q 0.1% ...

Forex Market Deciphered: The Equilibrium Cross

Hi Jam, "quantify how far up or down it will move FOLLOWING that week GIVEN some condition (i.e. it was UP or DN in the prior week/n periods)" Yes, that is a good idea ... I'll see if I can figure out how to do that in R. I was also going to look at ...

Calling all Quants and Statistical Analysts

Hi Cindy, I have a pretty technical background (MS in Nuclear Engineering, and currently working on second MS in Operations Research - half way done with it) ... and am very interesting in trading, and how statistics can be applied to it. As a side ...

Calling all Quants and Statistical Analysts

Analysis for 1/21/11 — 1/21/11 Here are my thoughs, and plans for next week: Fundamental analysis: AUD import prices much worse than expected … should pressure AUD (although AUDUSD off lows due to USD weakness). Also with China GDP so strong … ...

Forex Market Deciphered: The Equilibrium Cross

Hi Cosgrove, I was thinking of doing that ... analyzing and plotting % near close vs. weekly range, and see if there is a correlation for an up week if its more probable to close near the high for a larger range week than for a smaller range week. ...

Forex Market Deciphered: The Equilibrium Cross

Hi Mob, Correct, I used R. I have posted my code below if you wanted to replicate. As for the data, I either got it from my broker (Dukascopy), or Forex.com UK demo act from MT4 ... I forgot where. I was going to download data for multiple pairs ...

Building an equity millipede