Daily Forex Quantitative Trading Ideas And Analysis - 13 June 2018

Jun 12, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 13 June-

Volatility has largely swung from extreme highs to extreme lows (see image with this post for a visual representation)

Of note - $AUDJPY $EURJPY $GBPJPY and $USDCAD have experienced compressed ranges and are poised to breakout relatively soon.

Short-term momentum changes:

Positive - none

Negative - $EURUSD

 Long-term momentum changes:

Positive - none

Negative - none

 

Structure changes:

Positive - $NZDJPY

Negative - none

 

The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies we follow. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range.  Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest of at least 20 days. Underlined values are lower than prior day....

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Daily Forex Quantitative Trading Ideas And Analysis - 11 June 2018

Jun 10, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 11 June-

 

 Short-term momentum changes:

Positive - none

Negative - $AUDNZD $CADJPY

 

Long-term momentum changes:

Positive - none

Negative - none

 

 Structure changes:

Positive - $GBPAUD $EURAUD

Negative - $AUDJPY $AUDUSD $CADJPY $NZDJPY

 

Daily price range has compressed significantly for $EURUSD

3-day price range has compressed significantly for $GBPNZD and $NZDUSD

Compressed ranges are anticipated to expand relatively soon.

 

The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated. High correlations are highlighted in green. High inverse correlations are highlighted in red. Lack of correlation is highlighted in yellow.

 

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know more or if you have any questions. We would love to hear from y...

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Daily Forex Quantitative Trading Ideas And Analysis - 4 June 2018

Jun 03, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 4 June-

 Short-term momentum changes:

Positive - $CHFJPY, $GBPCAD, $NZDJPY, $USDJPY,

Negative - JPY

 

Long-term momentum changes:

Positive - none

Negative - none

 

 Structure changes:

Positive - $AUDJPY, $CHFJPY, $EURCHF, $EURJPY, $NZDCHF, $NZDJPY

Negative - none

The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated e.g. $USDJPY as seen in the image.

 

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know more or if you have any questions. We would love to hear from you.

Make it a great day!

 

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Daily Forex Quantitative Trading Ideas And Analysis - 1 June 2018

May 31, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 1 June-

 

Short-term momentum changes:

Positive - $AUDUSD, $NZDUSD

Negative - none

Long-term momentum changes:

Positive - none

Negative - $EURNZD, $GBPNZD

 Structure changes:

Positive - $AUDUSD, $EURUSD, $GBPUSD, $NZDCHF, $NZDUSD

Negative - none

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know more or if you have any questions. We would love to hear from you.

Make it...

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Daily Forex Quantitative Trading Ideas And Analysis - 31 May 2018

May 30, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 31 May-

Volatility continues to impress after months of continued decline in the FX markets.

Last week we mentioned JPY was notably gaining strength the short-term momentum rank shifted. Today we note that USD has shifted significantly from strength to weakness (See image).

 

Short-term momentum changes:

Positive - $EURGBP

Negative - $USDCHF

Long-term momentum changes:

Positive - none

Negative - none

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks (see USD).

Please feel free to reach out to WeCa...

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Daily Forex Quantitative Trading Ideas And Analysis - 30 May 2018

May 29, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 30 May-

Volatility continues to surge in the FX markets.

Last week we mentioned JPY was notably gaining strength the short-term momentum rank shifted (See image).

 

Short-term momentum changes:

Positive - none

Negative - $AUDCHF, $AUDUSD

Long-term momentum changes:

Positive - none

Negative - $EURCHF, $GBPCHF

 

Price structure has turned negative for $AUDNZD, $AUDUSD, and $EURGBP.

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks (see JPY).

Please feel free to reach out to WeCare@AndersenTradingS...

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Daily Forex Quantitative Trading Ideas And Analysis - 29 May 2018

May 28, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 29 May-

 

Volatility and directional movement are likely to increase for $AUDUSD and $EURGBP

 

Short-term momentum changes:

Positive - $NZDCAD

Negative - none

Long-term momentum changes:

Positive - none

Negative - none

 

Price structure has turned negative for $CADCHF and positive for $EURCAD, $NZDCAD, and $USDCAD

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know ...

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Daily Forex Quantitative Trading Ideas And Analysis - 25 May 2018

May 24, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 25 May-

Volatility has generally remained elevated and is not likely to persist.

However, price ranges have compressed significantly for $EURUSd and $NZDUSD and are anticipated to increase relatively soon.

 

Short-term momentum changes:

Positive - $AUDCAD

Negative - $CADCHF, $CADJPY, $CHFJPY, $USDJPY

Long-term momentum changes:

Positive - none

Negative - none

 

The structure has turned negative for $CADJPY, $CHFJPY, $EURJPY $NZDJPY

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks (See JPY).

Please...

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Daily Forex Quantitative Trading Ideas And Analysis - 24 May 2018

May 23, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 24 May-

Volatility has increased substantially. All 8 of the major currencies exceeded 100% of the normalized typical range (see image).

Short-term momentum changes:

Positive - $USDCAD

Negative - $USDCAD

Long-term momentum changes:

Positive - none

Negative - $NZDCHF

 

The structure has turned negative for $AUDCHF $AUDJPY $USDJPY

 

 The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range.  Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest of at least 20 days. Underlined values are lower than prior day.

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page ...

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Daily Forex Quantitative Trading Ideas And Analysis - 23 May 2018

May 22, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 23 May-

Daily analysis suggests an increase in volatility is anticipated soon for $AUDUSD, $AUDNZD, $GBPAUD, $EURGBP.

 

Short-term momentum changes: none

Long-term momentum changes:

Positive - none

Negative - $GBPAUD

 

The structure has turned positive for $EURGBP

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know more or if you have any questions. We would love to ...

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