Another attempt at this Deutsche Bank forex trading strategy to create source code
Yes we cake another stab at this.
Historical links:
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/
Can you help interpret this Deutche Bank Forex FX quant trading strategy?
PDF From http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf#sthash.rKAZDewb.dpuf
UPDATE: I am planning to use my workflow to implement this as described here. Latest news of from LQ says that there appears to ba backtesting engine is needed. Whoa…this could be more involved than anticipated but that is ok. One that came up was trusty old Tradelink!
Join my FREE newsletter to learn how we do
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!