Daily Forex Quantitative Trading Ideas And Analysis - 08 May 2018

May 07, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 8 May-

Some of the daily price ranges that are compressed and likely to expand soon are: $GBPNZD $GBPUSD $AUDUSD.

$USDCHF is at an extreme momentum high and suggest tightening stops for an imminent reaction lower.

The market on Monday mostly experienced consolidation as there were no pivot gaps.

$NZDCHF  is may be shifting to a bullish structure.

Momentum continues to define the market. The image with this post shows short-term momentum rankings for the 8 major currencies that we follow.

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 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 corre...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 07 May 2018

May 06, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 7 May-

Some of the daily price ranges that are compressed and likely to expand soon are: $EURGBP $EURCHF $NZDUSD and 3-day $GBPCHF

$CADJPY and $USDJPY are likely candidates for bearish structure changes.

The image with this post is a short-term momentum ranking of all 28 primary pairs/crosses that we follow. 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 pair/cross can be directly comparable and sorted across all others.

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 along with individual and intra-market trends and patterns.

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...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 04 May 2018

May 03, 2018

Highlights from the daily Forex ATI Dashboard report going into Friday, 4 May-

Several of the pairs that we have been anticipating big price ranges for have done so. $EURJPY and $CHFJPY experienced daily price ranges exceeding 2 standard deviations of their typical ranges at 169% and 166% respectively. While not as extreme, $GBPJPY and $USDJPY also experienced ranges significantly beyond what is typical. Additionally, JPY exceeded 2 standard deviations at 145%. However, $GBPCHF coiled tightly and is likely to expand soon.

$EURNZD switching to bearish is the sole possible structure change.

The image with this post is a short-term/ long-term momentum rank for the top 5 and bottom 5 of the 28 primary pairs we follow. We utilize a statistically-based method of calculating momentum that is robust enough to adapt to fast or slow moving markets, while being normalized so the outputs can be directly comparable and sorted from one pair/cross to another.

The current rank (Thursday) is flanke...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 03 May 2018

May 02, 2018

Highlights from the daily Forex ATI Dashboard report going into Thursday, 3 May-

The currency market has generally followed through with momentum and structure. As such, there are no new bias changes. However,  short-term momentum does reflect some pairs/crosses at extreme levels.

Range expansions and breakout are increasingly likely for:

$CADCHF $GBPCHF $EURCHF $USDJPY $NZDJPY

 

The image with this post is a short-term/ long-term momentum rank for the top 5 and bottom 5 of the 28 primary pairs we follow. We utilize a statistically-based method of calculating momentum that is robust enough to adapt to fast or slow moving markets, while being normalized so the outputs can be directly comparable and sorted from one pair/cross to another.

The current rank (Thursday) is flanked by yesterday's "Prior Rank" (Wednesday) to illustrate shift in strength or weakness. A value of "1" reflects the strongest (bullish)  and a ranking of "28" reflects the weakest (bearish) momentum.

Please feel...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 02 May 2018

May 01, 2018

Highlights from the daily Forex ATI Dashboard report going into Wednesday, 2 May-

Yesterday's structure bias changes of Bullish- $EURGBP and  Bearish- $GBPCAD $GBPCHF $GBPJPY along with the long-term bearish momentum shift for $GBPUSD was spot on.

Range expansions and breakout are increasingly likely for:

$EURAUD $EURNZD $NZDCHF $CHFJPY

 Short-term momentum has continued to follow-through with some pairs/crosses now at extreme levels.

The image with this post is the short-term momentum heatmap for the 28 primary pairs and crosses ranked and sorted from highest (1) to lowest (28).

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!

 

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 01 May 2018

Apr 30, 2018

Highlights from the daily Forex ATI Dashboard report going into Tuesday, 1 May-

 Short-term momentum leaders and laggards have changed little since late last week (see the  heatmap of the majors included with this post.)

 Long-term momentum has switched to the downside for $GBPUSD.

 

Structure changes have potentially changed for the following:

Bullish- $EURGBP

Bearish- $GBPCAD $GBPCHF $GBPJPY

 

 Range expansions and breakouts are at elevated levels for:

$EURCHF $NZDJPY $NZDUSD $$AUDJPY $CADJPY

 

The top three short-term momentum primary pairs/crosses are:

1. $CADCHF 2. $USDCHF 3. $USDJPY

The bottom three are:

26. $AUDUSD 27. $NZDUSD 28. $AUDCAD

 

The image with this post is the short-term momentum heatmap for the 8 major currencies ranked highest (1) to lowest (8).

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 grea...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 27 April 2018

Apr 26, 2018

Highlights from the daily Forex ATI Dashboard report going into Friday, 27 April-

Similar to the past several days, the short-term momentum heatmap has continued to define the price action (request a free copy at [email protected] .)

As such, the short-term momentum remains intact for the leader (USD) and the laggard (NZD). However, both of these have moved significantly and are at extreme levels. The risk has elevated for new positions and would suggest tightening profit stops.

Long-term momentum also remains intact with little change over the past several days.

The top three short-term momentum primary pairs/crosses are:

1. $USDCHF 2. $USDJPY 3. $CADCHF

The bottom three are:

26. $EURUSD 27. $AUDUSD 28. $NZDUSD

 

Price range volatility cycling from high to low can be clearly seen with an excerpt from our daily research report. The image with this post shows a normalized measurement of price range volatility expressed as a percentage of the typical range for the 8 major...

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 26 April 2018

Apr 25, 2018

Highlights from the daily Forex ATI Dashboard report going into Thursday,  26 April-

The short-term momentum heatmap has continued to define the price action (see prior posts).

Short-term momentum remains intact for the leader (USD) and the laggard (NZD). However, both of these have moved significantly and are at extreme levels. The risk has elevated for new positions and would suggest tightening profit stops.

Range expansion is anticipated soon for $AUDCHF $AUDJPY $EURGBP $GBPJPY and  $NZDJPY. Some of these could be explosive.

Price range relative to typical levels is fairly low across the board. This can be seen with an excerpt from the daily dashboard in the image with this post. The values show price range in percentage of what is typical.

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!

 

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 25 April 2018

Apr 24, 2018

Highlights from the daily Forex ATI Dashboard report going into Wednesday, 25 April-

Range expansion is anticipated soon for $EURGBP $GBPAUD $GBPCAD $GBPUSD $USDCAD $USDCHF

Some of the potential structure changes include the following:

Bullish - $GBPAUD $GBPCHF $GBPCAD

Confirmation utilizing Andersen Bands and other tactical trading tools is suggested for these actionable trades.

The short-term momentum heatmap continues to define the price action.

Attached to this post is the current heat map ranking of the 8 major currencies from highest momentum (1) to lowest (8).

Trades are structured by following the rankings moving up or down along with buying strength and selling weakness. Please let us know if you would like a copy of the ST (or LT) heatmap for the 28 major pairs and crosses.

Please feel free to reach out to [email protected] if you would like to know more or have any questions. We would love to hear from you!

Make it a great day!

Continue Reading...

Daily Forex Quantitative Trading Ideas And Analysis - 24 April 2018

Apr 23, 2018

Highlights from the daily Forex ATI Dashboard report going into Tuesday, 24 April-

Range expansion is anticipated soon for $AUDJPY $NZDJPY $EURGBP of which all experienced on Monday a narrow range of at least 7 days, an inside day, and a doji pattern. Additionally, $CADJPY is also likely to experience range expansion.

Potential structure changes for the following:

Bullish - $EURCAD

Bearish - $AUDCHF $CADCHF

Confirmation utilizing Andersen Bands and other tactical trading tools is suggested for these actionable trades.

Compare this to yesterday's image of the heat map ahead of the market and consider how the top ranked major USD then performed relative to the others via corresponding pairs on Monday.

Additionally, CHF noticeably transitioned away from the worst performer after having been there for quite some time. This was also highlighted as a strong possibility in the ATI Dashboard.

Please feel free to reach out to [email protected] if you would like to know more or h...

Continue Reading...
Close

50% Complete

Two Step

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua.