"Black Swan" Data Cleaning
Since my last post I have been investigating training features that can be derived from my Currency Strength indicator as input for […]
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Update on Improved Currency Strength Indicator
Following on from my previous post I have now slightly changed the logic and coding behind the idea, which can be seen […]
Read moreAn Improved Currency Strength Indicator plus Gold and Silver Indices?
In the past I have blogged about creating a currency strength indicator ( e.g. here, here and here ) and this post talks […]
Read moreUsing the BayesOpt Library to Optimise my Planned Neural Net
Following on from my last post, I have recently been using the BayesOpt library to optimise my planned neural net, and this post […]
Read moreUpdate on Currency Strength Smoothing, and a new direction?
Since my last two posts ( currency strength indicator and preliminary tests thereof ) I have been experimenting with different ways of […]
Read morePreliminary Tests of Currency Strength Indicator
Since my last post on the currency strength indicator I have been conducting a series of basic randomisation tests to see if […]
Read moreCurrency Strength Indicator
Over the last few weeks I have been looking into creating a currency strength indicator as input to a Nonlinear autoregressive exogenous […]
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