Another attempt at this Deutsche Bank forex trading strategy to create source code

(Last Updated On: September 5, 2014)
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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!

New visual and rapid workflow from DB forex trading strategy to Matlab to C++ C or FPGA for lowerst latency HFT deployment

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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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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs