Combining best performing forex pair should hugely increase your expected return and Sharpe Ratio
Proper metrics under proper conditions
The first little bit talks about the combination. I have tested this on multiple time frames but usually find these 2 best performing currency pairs historically will give you highest expected rate of return and expected Sharpe as well.
Note that there is a gap of blackness in video so just wait to see the detailed analysis.
Do realize that this technique can be applied to any asset class universally.
Currency pair LIVE analysis with Technical Indicators for Feb 21
Presenting the 30 minute video and history of this analysis
Here is the new preview for analysis on various currency pairs. This is still being developed but you can use the charts as explain in posts like here and here.
A 30 minute video explains this analysis with rationale on what took me here.
Timeframes include daily, 4 hour and 1 hour. You can use the overall trend to see if there is any upward potential in the pair for potential trading opportunity. If there, you can quickly analyze at lower levels to determine.
I plan to use 3 different moving average cross among different correction patterns to determine potential breakouts If the overall pair has upward trend, to may be a ripe opportunity to put on positions. .
This simple strategy could be applied to other asset classes including ETF/indices, commodity, and larger stock. As you know, Dukascopy provide similar behaviors through these asset classes as they have hinted. The best potential is crypto currency as well. This strategy maybe used at various institutions since the idea came from NicTrades.
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Forex currency pair volatility long and short term views
I have 2 views of the FX markets with 11 months of recent of 1 min bar data. I have made videos in the past which is under my IQFeed playlist on Youtube. All of the video segments shows a consistent view of the markets for my short (intraday) view vs the long view. I still need to plug in the portfolio optimization peice in future videos You can join my Quant Analytics section here
Over the last 24 hours I have posted three videos that take us into the modern way of developing low-level low latency trading systems. I recorded three videos that will hopefully open your eyes. The main takeaways are:
Intel multicore threading libraries are critical to how you’re treating systems developed
There is a brewing battle between Intel and Nvidia for low latency GPU/Co processor architecture
C++ or C are the only programming languages that drive these type of systems
And this first video, introduce my thoughts on an simple but primitive architecture to highlight how data, Algorithms, and how order management is handled
The second video introduces UDP versus TCP for faster and/ or message reliable delivery
This brings me to the next fact of my promotion which will end on Sunday New Year’s Day. Details are below.
P.S. I actually opened up the email thingy to invite you to an introductory promo starting today.
I will be switching over from our Quant ELITE service to the newer Quant Analytics in the next few months. Enjoy the last of coding demos and video walkthroughs learning R, math, Matlab, .NET, serious secretive research papers from biggest the banks and hedge funds, building out new open source trading, etc etc. I could go on with this but I it will also permanently disappear in coming months.
We are currently doing a futures/options course taking us up to the the first week of February. This will turn into a new separate course in coming months as well.
This will be replaced with an entirely different service. It will involve actual live trading analysis for all major asset classes in the this global market. It will cover all forex, pair trading/arbitrage stock trading, and options with futures. Exciting times ahead
I have unbundled the Infrastructure Building Blocks and Interactive Brokers API workshop. These are not yet for sale individually but will be marketed at $497 each. Moving forwards, both will be used as an introduction to those who want to to build out the same high speed system I am constructing now. That is an extra $1000 value as of today. If you take this, I will give you access to both for 30 days.
Not only that, I am doing a 2 for 1 deal for those interested in this new service. As this new service advances, I will be raising the cost on a monthly basis. This time next year, this Analytics service could be about $3k to join on an annual basis. If it works out, I do believe it will be worth a lot more. I will only be making myself available personally for my members through this service with live private event Mondays nights Eastern Standard time.
As said, if this works out, You can expect it to go up over the next few months after introduction. I will be holding this promotion until Jan 1, 2017.