Forex Trading Update

I'm still trading my $100 Forex Experiment and I'm almost back to break even now after the EURUSD selloff. I lost about 15% of my account value from the last EURUSD high as I held onto my positions and sold them on the way down. In hindsight I...

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USDJPY Carry Trade EXPOSED! - Part 2

I just wanted to share with you the same USDJPY analysis using a Gaussian Regression learner instead of the Multilayer Preceptron learner I used in my first USDJPY Carry Trade Exposed post. You'll see that in this graph, the USDJPY carry trade...

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USDJPY Carry Trade EXPOSED!

Now it makes sense why the Fed is trying to keep interest rates where they are! Any yields on the 10 Yr T-note above 5% has the ability to cause the carry trade to unravel. How do I know? I ran a neural net model through USDJPY and bond data …

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USDJPY Options

Ever since I got fascinated by volatility, I began researching and studying stock and currency options. My currency broker offers "box options" where you create a "box" in the future hoping that the currency will either "hit" or "miss" the box....

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Euro Volatility

After a few weeks of languishing, the EURUSD took off like a rocket today. This downturn taught me a valuable lesson when trading currencies with Neural Nets. You should stay with the direction of your Neural Net prediction but you should watch...

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Black Swan Positive

I stumbled across a +45 minute podcast from the Royal Society of Arts yesterday which is highly entertaining, in a quantitative sort of way. The speaker that night was none other than Nassim Taleb, author of Fooled by Randomness and The Black...

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Algorithmic Trading

In my old blog, Digital Breakfast, I posted a few times about my desire to build an Automated Trading System (ATS) using Excel. I figured I'd build it in Excel since I know that software the best and conveniently enough, Interactive Brokers...

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