OrderBook and PositionBook Features
In my previous post I talked about how I planned to use constrained optimization to create features from Oanda’s OrderBook and PositionBook data, which […]
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A Possible, New Positionbook Indicator?
In my previous post I ended with saying that I would post about some sort of “sentiment indicator” if, and only if, I […]
Read moreMatrix Profile and Weakly Labelled Data – 2nd and Final Update
It has been over three months since my last post, which was intended to be the first in a series of posts on […]
Read moreMatrix Profile and Weakly Labelled Data – Update 1
This is the first post in a short series detailing my recent work following on from my previous post. This post will be […]
Read moreAnother Iterative Improvement of my Volume/Market Profile Charts
Below is a screenshot of this new chart version, of today’s (Friday’s) price action at a 10 minute bar scale: Just by […]
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 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 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 […]
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