Tag Archives: forecasting

BEST Volatility indicators for forecasting forex video playback

BEST Volatility indicators for forecasting forex video playback

Thanks again from Sholom for co-hosting

Links from tonite:

https://www.oanda.com/forex-trading/analysis/currency-volatility

http://poseidon01.ssrn.com/delivery.php?ID=403118115089090088001024073084097018098035091034011074117080027026114019126073084028033027032044109027040104089094000073091118103082007012011090096002004119106087108007015042092108084100024094097127091082102127029074092064020086074127019021066072091089&EXT=pdf

http://www.elliottfractals.com/

BEST Volatility indicators for forecasting forex?

BEST Volatility indicators for forecasting forex?

Monday, Aug 1, 2016, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

5 Researching Traders Went

I want to talk about this fascinating topic for max opportunity with FX trading. I have a video I just recorded here on the summary of some proposed indicator:https://www.youtube.com/watch?v=9BZiQsGm1bMI have a complete list herehttps://quantlabs.net/blog/2016/07/best-volatility-indicators-for-forecasting-forex/Let’s discuss!I will be adding Sh…

Check out this Meetup →

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TONIGHT BEST Volatility indicators for forecasting forex?

TONIGHT BEST Volatility indicators for forecasting forex?

 

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want to talk about this fascinating topic for max opportunity with FX trading. I have a video I just recorded here on the summary of some proposed indicator:

https://www.youtube.com/watch?v=9BZiQsGm1bM

I have a complete list here

https://quantlabs.net/blog/2016/07/best-volatility-indicators-for-forecasting-forex/

Let’s discuss!

I will be adding Sholom Benzev asa co-host to offer further insight on these indicators

Special NOTE:

 

Quant Elite Annual bonus reduced $2400 to $1200 Aug 3

That’s right! In two days this generous $2400 is bonus months will be reduced in half to $1200. Essentially this means that you will no longer get 24 months (2 years) of my Quant Elite service, it will be reduced by 50% to 12 months (1 year)

 

It is now ever, you have until this Weds Aug 3 to decide!

 

Get on this deal now

 

Thanks Bryan

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BEST Volatility indicators for forecasting forex?

BEST Volatility indicators for forecasting forex?

I did some generic searches for popular indicators to predict volatility among currency pairs. Which do you agree are most important?

See below for a scheduled LIVE Meetup dates on these topics

Moving average, ATR, Bollinger

http://www.babypips.com/school/high-school/trading-breakouts-and-fakeouts/ways-to-measure-volatility.html

Here is a video summary

https://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2014/08/12/Measuring-Volatility.html

GARCH?

GARCH(p,q) Model and Exit Strategy for Intraday Algorithmic Traders

Interval bisection in C++

https://www.quantstart.com/articles/implied-volatility-in-c-using-template-functions-and-interval-bisection

 

Somebody on Facebook recommened this:

http://www.r-bloggers.com/basic-forecasting/

Big thanks to them for this!

UPDATEDMORE:

Dr Ernie Chan methodology

I have used GARCH with potential for FX

Predicting volatility by Dr Ernie Chan

A pure quant approach from a paper discovered by Sholom B

Spread volatility volume relationship with market making

Something from CBOE

http://www.livevol.com/movies/lvx-demo/lvx-demo-movie.html

ATR for volatility filter, risk management, etc

https://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2014/08/12/Measuring-Volatility.html

Detailed opinion on ATR here

http://www.forexfactory.com/showthread.php?t=244390

For Oanda, note title of rows in tables:

Price Move
(%)
High-Low
(%)

https://www.oanda.com/forex-trading/analysis/currency-volatility

For breakouts, use technical indicators like moving average, Bollinger Bands, Average True Range

http://www.babypips.com/school/high-school/trading-breakouts-and-fakeouts/ways-to-measure-volatility.html

 

Sholom B offers some videos from his  Youtube Channel

https://www.youtube.com/channel/UCvzWC0iL8dIQzIqXrocjNPg

 

 

Join my FREE newsletter to learn which ones I use for my C++ in my implied volatility

BEST Volatility indicators for forecasting forex?

Monday, Aug 1, 2016, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

5 Researching Traders Went

I want to talk about this fascinating topic for max opportunity with FX trading. I have a video I just recorded here on the summary of some proposed indicator:https://www.youtube.com/watch?v=9BZiQsGm1bMI have a complete list herehttps://quantlabs.net/blog/2016/07/best-volatility-indicators-for-forecasting-forex/Let’s discuss!I will be adding Sh…

Check out this Meetup →

BEST Volatility indicators for forecasting forex?

Monday, Aug 1, 2016, 7:00 PM

9 Members Went

Check out this Meetup →

 

 

 

 

 

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Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Research paper on this

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2554146

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2236417

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Don’t get left behind in your learning marketing forecasting using classic quant methods like GARCH

HI there
I have started demonstrating to my QuantLabs.net Premium Members different ways to predict the stock markets using  popular quant analysis techniques. I have already developed about 15-20 new scripts just from the Matlab Econometric toolbox alone.


–> JOIN NOW TO GET IMMEDIATE ACCESS <–

This includes topics on:

1. When to use which model for certain market conditions
2. Model estimation in volatility conditions using maximum likleihood estimation and regression
3. Using Autoregressive models and Stochastic Differential Equations
This is just getting started so I would encourage anyone who would be interested in join this QuantLabs.Net Premium Membership right away to optimize the learning
–> JOIN NOW TO GET IMMEDIATE ACCESS <–
Dozens of other membership benefits listed here.
Thanks Bryan
 

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Note on Futures price forecasting with technical analysis vs fundamentalist

Note on Futures price forecasting with technical analysis vs fundamentalist

This is from my Future and options course. This is a good reason why I prefer fundamentalist where those who forecast on past pricing don’t do well long term

 

This revolves around the role of speculators

 

Fundamental analysis includes:

Supply and demand factors

Intrinsic value

Probability of a price move

 

Technical analysis:

Studies the market itself

Ignore supply and demand

 

Theory of random walk:

Says a price change from day today average zero

Price changes a random so you can’t predict the future from the past

Pt=Pt-1 + et where Pt is today’s price and et is an error term . It also works off of yesterday’s price.

E(et)=0 third term is expected to be unbiased so

E(Pt-Pt-1) = E(et)=0

 

You will not make money long-term as a technician due to the markets are way too efficient

 

Random walk Theory  says how a stochastic price will move through time. In the markets you cannot predict forthcoming prices on past prices because prices are random.

Is the expected in return is to be zero, expected price of today and yesterday difference should be zero. Essentially the markets are unpredictable.

 

Efficient markets fully reflect all available supply and demand information

In reality market seem to be partially efficient

Markets reflecting perfect information reflect influences other than fundamental information

 

Partially efficient markets

To beat the market a traitor must: use existing information in some way other than the market does

Interpret existing information were actually in the market

To submit changes and non informational aspects of the market

 

Difficulty of fundamental analysis:

What is a fact?

Hog and pig reports

USDA crop forecasts

Orange juice

 

Amount date it is overwhelming

Sucks or soon discounting the price old adage is by the room and so the fact

 

Difficulty of fundamental analysis:

What is fact?

New York oil prices search past $32 little downside seen August 5, 2003

Oil prices move Laura supply concerns Linder August 8, 2003

Rising crude oil futures read the prices at the pump August 10, 2003

Oil futures rises rock Nigeria sparks apply for years August 18, 2003

Oil futures Laura rock shrugged off US crude build I August 20, 2003

 

 

What is a fundamentalist?

Fundamentalist breaks all information into supply and demand

Supply and demand elasticity’s become important. E.g. weather affects on the coffee prices. Four instance, cold weather in Brazil in July and August can demolish the coffee crop in the world’s largest coffee producing nation and demand for coffee is inelastic. If you keep buying the commodity regardless of the price of it.

 

Purchasing power parity

PPP is a long run theory based on law of one price

Hamburger index illustrates this:

US price of big mac equals $2.30

Big Mac is produced and 68 countries

Big mac indexes a guide to whether currencies are at the correct level

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ARIMA math query on forecasting rainfall

ARIMA math query on forecasting rainfall

I got this comment on a video which is below

i have 10 year rainfall data. and have categorized it as high rainfall, low rainfall, av. rainfall. can u tell me how to predict rainfall for next year or next few year

Answer at my Facebook groups:

https://www.facebook.com/groups/quantlabsnet/

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https://www.facebook.com/quantlabsnet

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Help classifiy what kind of stock market sectors for cyclical vs defensive for forecasting purposes

Help classifiy what kind of stock  market sectors for cyclical vs defensive for forecasting purposes

This would really hellp by commenting.

Download the spreadsheet here sector with cycilical vs defesnive

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Demo overall automated reports of European Sentiment Indicator reports for trading forecasting

Demo overall automated reports of European Sentiment Indicator reports for trading forecasting

Our first series of reports for the entire EUropean markets sectors. This is from the European Sentiment Indicators.

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These are the best individual guruinvestor forecasting stock market track records? Not that impressive

These are the best individual guruinvestor forecasting stock market track records? Not that impressive

Persoanly I thought it would have been much higher.

Guru Grades

Thanks to the NYC Contact for sending

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