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Can you help interpret this Deutche Bank Forex FX quant trading strategy?

(Last Updated On: May 16, 2014)

Can you help interpret this Deutche Bank Forex FX quant trading strategy?

Help out if you can with this complex strategy. Even Dr Ernie Chan has challenges with it

Source:

http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf#sthash.rKAZDewb.dpuf

Question for y’all for ernie

Answer by Ernie Chan mupad_comments

Can you answer these by commenting below with deail?

Thanks

Join our FREE newsletter as we answer to get this into an open source project

 

Please refer to our posting on the forum at:

http://quantlabs.net/academy/forum/quant-academy-forum/who-wants-to-help-out-interpret-the-math-of-this-deutsche-bank-forex-fx-strategy-ernie-chan-answers-with-video-included-for-fun/#p456

P.S.  Our first response just came in

Bryan,

 

I ended up slightly different:

image001

 

Which puts out result below

 

image002

Could this possibility be correct?

I’m no mathematician

 

Greetings from the Netherlands,

—> Any thoughts from anyone ??

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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