Update on Recent Matrix Profile Work
Since my previous post, on Matrix Profile (MP), I have been doing a lot of online reading about MP and going back to […]
Read moreCategory: intraday forex
A 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 moreHeatmap Plot of Forex Temporal Clustering of Turning Points
Following up on my previous post, below is the chart of the temporal turning points that I have come up with. This particular […]
Read moreTemporal Clustering Times on Forex Majors Pairs
In the following code box there are the results from the temporal clustering routine of my last few posts on the four […]
Read moreTemporal Clustering on Real Prices, Part 2
Below are some more out of sample plots for the Temporal Clustering solutions of the EUR_USD forex pair for the week just […]
Read moreTemporal Clustering on Real Prices
Having now had time to run the code shown in my previous post, Temporal Clustering, part 3, in this post I want to […]
Read moreTemporal Clustering, Part 3
Continuing on with the subject matter of my last post, in the code box below there is R code which is a […]
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 moreMarket Profile Chart in Octave
In a comment on my previous post, visualising Oanda’s orderbook, a reader called Darren suggested that I was over complicating things and […]
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