Downloading Dukascopy Tick Data with Node Library
As part of my investigations into forex news trading I have found it necessary to obtain forex tick level data for back […]
Read moreCategory: Octave
Using Oanda's API to Place Entry Orders
Since my last post about end of initial testing I have been working on Oanda API functions in Octave to programmatically place […]
Read more
A "New" Use for Kalman Filter on Price Time Series?
During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this […]
Read more
Judging the Quality of Indicators.
In my previous post I said I was trying to develop new indicators from the results of my new PositionBook optimisation routine. […]
Read more
Update to PositionBook Chart – Revised Optimisation Method
Just over a year ago I previewed a new chart type which I called a “PositionBook Chart” and gave examples in this […]
Read more
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 moreQuick Update on Kalman Filter and Sensor Fusion
Managed to code it up and get it working, but at the end of the day I couldn’t see any value added […]
Read more
Kalman Filter and Sensor Fusion.
In the Spring of 2012 and again in the Spring of 2019 I posted a series of posts about the Kalman Filter, which […]
Read more
PositionBook Chart Example Trade
As a quick follow up to my previous post I thought I’d show an example of how one could possibly use my […]
Read more
Simple Machine Learning Models on OrderBook/PositionBook Features
This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into the relevance of such […]
Read more