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...

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Daily Forex Top & Bottom Momentum List - 22 May 2018

May 21, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDJPY $AUDJPY $CADJPY $AUDNZD $CHFJPY

Bottom 5 short-term momentum: $GBPCAD $GBPAUD $EURUSD $EURAUD $GBPUSD

Top 5 long-term momentum: $USDCHF $USDJPY $CADCHF $AUDNZD $EURCHF

Bottom 5 long-term momentum: $CHFJPY $NZDUSD $EURUSD $AUDCAD $GBPUSD

 

 

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Daily Forex Quantitative Trading Ideas And Analysis - 22 May 2018

May 21, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 22 May-

Daily analysis suggests an increase in volatility is anticipated soon for $USDCHF.

 

Short-term momentum changes:

Positive - $AUDUSD, $NZDJPY

Negative - $USDCAD, $EURAUD

 

Long-term momentum changes:

Positive - none

Negative - $EURAUD

 

The structure has turned negative for $GBPNZD

 

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...

Continue Reading...

Daily Forex Top & Bottom Momentum List - 21 May 2018

May 20, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDJPY $USDCHF $AUDJPY $CHFJPY $CADJPY

Bottom 5 short-term momentum: $NZDUSD $EURAUD $EURCHF $GBPUSD $EURUSD

Top 5 long-term momentum: $USDCHF $CADCHF $USDJPY $GBPCHF $EURCHF

Bottom 5 long-term momentum: $GBPUSD $EURUSD $NZDUSD $CHFJPY $AUDCAD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 21 May 2018

May 20, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 21May-

Short-term momentum for $EURNZD has turned negative.

There are no changes in long-term momentum.

There are no changes structure for today.

Weekly analysis is showing an increase in volatility is likely relatively soon for $USDCHF and $NZDUSD.

Daily analysis is suggesting an increase in volatility is anticipated soon for for $AUDUSD and $EURGBP. 

The image with this post is a 30-day correlation matrix for the 28 primary pairs and crosses we follow. Relatively strong correlation is highlighted in green, significant inverse correlation is highlighted in red and 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 you.

Make it a great day!

 

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Daily Forex Top & Bottom Momentum List - 18 May 2018

May 17, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDJPY $AUDNZD $CADJPY $USDCHF $CADCHF

Bottom 5 short-term momentum: $GBPCAD $EURUSD $NZDUSD $NZDCAD $EURCAD

Top 5 long-term momentum: $USDCHF $CADCHF $USDJPY $EURCHF $GBPCHF

Bottom 5 long-term momentum: $AUDUSD $NZDCAD $NZDUSD $CHFJPY $AUDCAD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 18 May 2018

May 17, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 18 May-

 Thursday's currency markets were quite tame with out any noteworthy extremes.

There were no changes in short-term momentum.

There were no changes in long-term momentum.

Price structure has turned positive for $GBPJPY and $NZDJPY

We utilize a statistically-based method of calculating momentum that is robust and adapts to fast or slow moving markets. Additionally, it is normalized so the outputs of one currency can be directly comparable and ranked across the others.

The image with this post ranks long-term momentum for the 28 primary pairs and crosses. The strongest momentum is ranked "1" in dark green and "28" is the weakest or most negative. This gives you a visual representation of strength and 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]...

Continue Reading...

Daily Forex Top & Bottom Momentum List - 17 May 2018

May 16, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $USDJPY $CADJPY $USDCHF $CADCHF

Bottom 5 short-term momentum: $GBPCAD $EURUSD $GBPUSD $NZDCAD $EURCAD

Top 5 long-term momentum: $USDCHF $CADCHF $EURCHF $GBPCHF $USDJPY

Bottom 5 long-term momentum: $GBPUSD $AUDUSD $NZDUSD $AUDCAD $CHFJPY

 

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Daily Forex Quantitative Trading Ideas And Analysis - 17 May 2018

May 16, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 17 May-

 As anticipated, the short-term price volatility cycle continues to stay elevated with the  pendulum having clearly swung hard the other way across multiple currencies.

Going into Wednesday, we anticipated an increase in volatility soon for $AUDJPY and $EURAUD. Both of these experienced 136% and 204% of their respective typical daily ranges!

Short-term momentum has turned negative for $EURGBP.

There were no changes in long-term momentum.

Price range has been significantly compressed with volatility expected to increase for $USDCHF and $USDJPY.

Price structure has turned negative for $EURUSD, $EURGBP, $EURCHF and positive for $CHFJPY.

We utilize a statistically-based method of calculating momentum that is robust and adapts to fast or slow moving markets. Additionally, it is normalized so the outputs of one currency can be directly comparable and ranked across the others.

The image with this...

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Daily Forex Top & Bottom Momentum List - 16 May 2018

May 15, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $USDJPY $USDCHF $EURNZD $CADJPY

Bottom 5 short-term momentum: $NZDJPY $EURUSD $GBPUSD $NZDUSD $NZDCAD

Top 5 long-term momentum: $USDCHF $CADCHF $EURCHF $GBPCHF $EURNZD

Bottom 5 long-term momentum: $GBPUSD $NZDUSD $AUDUSD $AUDCAD $CHFJPY

 

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