Trading Forex News
This post, as the title suggests, is about trading forex news releases and, incidently, is a small update to the appearances of […]
Read moreCategory: Currency Strength
Currency Strength Revisited
Recently I responded to a Quantitative Finance forum question here, where I invited the questioner to peruse certain posts on this blog. Apparently […]
Read moreA Forex Pair Snapshot Chart
After yesterday’s Heatmap Plot of Forex Temporal Clustering post I thought I would consolidate all the chart types I have recently created […]
Read moreCandlestick Pattern Scanner Functions
Since my last currency strength candlestick chart post it seemed to make sense to be able to scan said charts for signals, so […]
Read moreCurrency Strength Candlestick Chart
In my previous posts on currency strength indices I have always visualised the indicator(s) as a line chart, e.g. here. However, after some […]
Read moreForex Intraday Seasonality
Over the last week or so I have been reading about/investigating this post’s title matter. Some quotes from various papers’ abstracts on […]
Read moreDownloading FX Pairs via Oanda API to Calculate Currency Strength Indicator
In the past I have posted a series of blog posts about a Currency Strength Indicator (here, here, here and here). This blog post gives […]
Read moreIdeal Cyclic Tau Embedding as Times Series Features
Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas […]
Read morePreliminary Test Results of Time Series Embedding
Following on from my post yesterday, this post presents some preliminary results from the test I was running while writing yesterday’s post. […]
Read moreTest of Constant Velocity Model Kalman Filter
Following on from my previous post, this post is a more detailed description of the testing methodology to test kinematic motion models […]
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