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Quantitative

AUDJPY: 1:3.6 Risk Reward LONG- Volatility within the western markets potentially may increase - Could this appreciate the USD or will it strengthen the AUD with close ties to the CNY Medium Risk Setup: -Medium risk setup - Limited exposure on position Fundamentals: - Logikfx quant score +20 AUD, - 40 JPY. JPY showed - 30 the day before, showing an increasing weakness shift. - Trade has potential to shift to neutrality, more of a speculative one backed by logic. - If scores continue to diverge, it can be a promising up trend.
Long
by marcusraiyat
3
EURAUD 1:4 Risk Reward SHORTAUD STRENGTH - On the 20/02/2019 The Conference Board leading index forecasted an expansion on the Australian economy. This leads to a slight long bias on AUD. - The Logikfx score also shows a strong reading at 20, increasing from 0 earlier in the week. This strength shift indicates a potential change in cash flow to the Aussie economy. EUR WEAKNESS - on the 22/02/2019 the German IFO Institue for Economic Research released a lower than expected score. It's a leading indicator of economic health - businesses react quickly to market conditions, and changes in their sentiment can be an early signal of future economic activity such as spending, hiring, and investment. - Logikfx score for EUR is sitting at -31 showing a contracting economy. Technical Formations - The combination of trendline hits and evening start formations sets up for an excellent short opportunity. Trade already entered, waiting for final TP area to be hit.
Short
by marcusraiyat
3
Highest profit factor strategy ever!? New VIX spread betting/CFDRecently I have noticed that many CFD and spread betting providers (I wont mention which ones but they are easy to find with a quick google search) are letting users "trade" the CBOE Volatility Index (VIX). I thought this was unusual as the VIX is not a purchasable asset; it is a measure of implied volatility (both long and short) on the S&P500 calculated through a formula using the price of S&P options. As far as I know the VIX has never been directly tradeable until now, VIX related products like ETFs which attempt to follow the VIX has been available for nearly two decades however they suffer greatly from slippage which makes them difficult to trade. I am astonished that we are now, for the first time, able to bet on the result of a formula. I think that CFD and spread betting providers have made a mistake, they were probably just looking to add more tradable products and didn't think through fully that the VIX is not like any of their other products, and is much easier to profit from when using a quantitative strategy. This strategy works live on 4H and daily charts and achieves absolutely ridiculous results. I set it to start with $100 initial capital, and over the course of 300 trades it made $28150793882 profit due to compounding profits. This is a profit factor of 34552299.163. I don't expect to earn this much profit myself as I am sure that CFD and spread betting providers will eventually realize that it was a mistake to let traders have positions betting on the outcome of a formula, and eventually stop allowing VIX trades to be placed. I am currently trading using this algorithm, and will maybe let others use this script eventually after I've had my fun. So follow me :)
CBOE:VIX
by JamesRkaye
17
Cross Ladder Quantitative Analysis ExampleUsing the Harmonic Mean (Pythagorean Means), we focus on "three values" using the Cross Ladder Problem by drawing the geometric shape - vectored R/S points. These values are taken from the harmonic mean of "B" "A" "h". The calculation inputs are Log Normal, Exponential, and Skewness. (Arithmetic mean gives higher data points that will error your weight); Harmonic Mean gives equal weight to each data point. This is in part; a computation set in our Optimal Geo-Ratio (OG) Model. One would want to incorporate the Intrinsic/Time Value to carry out the time horizon price target. We typically apply the STDEV*SQRT(45 days/252) equation to the two outcomes. You may use a short cut divisor 1/16 per incremental price input for jump diffusion if preferred, integrated with a Beta stochastic volatility model. Square Time Value and Excess Kurtosis are not shown in this example. Just remember volatility is the standard deviation of expected returns. Volatility is proportional not directional. Peace.
DShort
by Zentoro