Daily Forex Quantitative Trading Ideas And Analysis - 16 May 2018

May 15, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 16 May-

 Short-term price volatility has returned to the recently elevated levels across multiple currencies.

Short-term momentum has turned positive for $CHFJPY and negative for $EURCHF.

There were no changes in long-term momentum.

Price range has been significantly compressed with volatility expected to increase for $AUDJPY and $EURAUD.

There are no structure changes for today. Anticipating prior structure changes to be confirmed or be tested.

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 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...

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Daily Forex Top & Bottom Momentum List - 15 May 2018

May 14, 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 $EURNZD $CADCHF $CADJPY $USDCHF

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

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

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 15 May 2018

May 14, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 15 May-

Short-term price volatility has normalized over the last couple of sessions.

Short-term momentum has switched to positive for $GBPNZD and Long-term for $CADJPY.

Price range has been significantly compressed with volatility expected to increase for $CADCHF, $GBPCAD, and $AUDJPY

Price structure has turned positive for several EUR pairs including $EURUSD, $EURGBP, $EURJPY, and $EURNZD

 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.

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Daily Forex Top & Bottom Momentum List - 14 May 2018

May 14, 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 $CADCHF $AUDCHF $UDSCHF $EURNZD

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

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

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 14 May 2018

May 14, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 14 May-

Short-term price volatility was significantly elevated for most of last week. However, Friday was much quieter.

Short-term momentum has been confirmed positive for $AUDJPY and negative for $GBPCHF.

Long-term momentum has been confirmed positive for $AUDNZD.

Price range has been significantly compressed with volatility expected to increase for $GBPAUD, $GBPCHF, $NZDCAD, and $NZDUSD

Price structure has turned positive for $AUDJPY $AUDNZD $AUDUSD and negative for $GBPAUD.

 Similar to the past few days, 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...

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Daily Forex Top & Bottom Momentum List - 11 May 2018

May 10, 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: $CADCHF $AUDNZD $USDCHF $AUDCHF $CADJPY

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

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

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 11 May 2018

May 10, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 11 May-

Price volatility has been our main theme all week. Thursday was no exception.

Short-term momentum has turned positive for $EURGBP and negative for both $GBPAUD and $USDCAD.

Additionally, $GBPCAD and USDCAD have shifted to a bearish structure while $CADJPY has turned bullish.

Similar to the past few days, 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 daily report to know more...

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Daily 10 Momentum Stocks - 10 May 2018

May 09, 2018

Top 5 short-term momentum stocks of the S&P 100: $AAPL $EMR $FB $MA $BK Bottom 5 short-term momentum stocks of the S&P 100: $BMY $VZ $AGN $T $CL

Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $COP $FOXA $AMZN Bottom 5 long-term-term momentum stocks of the S&P 100: $PEP $PG $PM $BMY $CL

 

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Daily Forex Top & Bottom Momentum List - 10 May 2018

May 09, 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: $CADCHF $USDCHF $USDJPY $CADJPY $AUDNZD

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

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

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 10 May 2018

May 09, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 10 May-

Price volatility has been our main theme this week and Wednesday saw volatility rotate throughout remaining the remaining currency pairs that w have been anticipating.

Short-term momentum has turned positive for both $CADJPY and $GBPCHF.

Additionally, $EURGBB has shifted to a bearish structure while $GBPNZD and $GBPAUD, have switched to a bullish structure.

Similar to yesterday, the image with this post highlights the daily range as a percentage of the normalized typical range for the 28 major pairs we follow. Values shaded in blue exceed one standard deviation above typical range. Values shaded in orange exceed one 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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