Trading Order Out of Chaos
I’ve written several articles on what happens during news announcements, and associated quick trading strategies. But from a regular trader’s perspective, surely there must be another way to approach these things. In this article I’ll given an overview as to how to trade these news announcements in a slightly more leisurely way, and see if […]
This script will allow you to download into a csv file the relevant news events going back to 2007 from ForexFactor. This includes actuals, forecasts, and revisions, as well as time-stamps. It’s a great way to obtain free data that otherwise would cost you an arm and a leg! You might have to install some […]
“Greed is good”, but one shouldn’t always assume that the counterparty won’t notice. Last Wednesday, 27th January 2016, was FOMC day, news event day, and the markets went ape. Following on from the previous articles the idea was to continue to exploit the observed quote outages and extract value. Turns out that (presumably as expected), […]
Following from the previous article HFT from Your Livin Room I’m going to show you what the EURUSD price data from the 21st January, 2016, looked like post the ECB interest rate announcement and press conference. The focus will be in particular on the consistency of the price streaming of a retail broker, and how […]
High Frequency trading has become both the poster-boy and the scapegoat over the last couple of years in trading circles. It’s been seen as a sure-fire way of making money, as well as a sneaky way the flash-boys tax all the other participants in the market. In this article I want to cover some of […]
As discussed in the articles on Bullish and Bearish Engulfing Bars, this indicator highlights the bars, and allows you to implement those trading strategies. The only input is an offset as to where to put the arrows indicating the bars in pips. This is best placed on an hourly chart. The indicator will loot at the previous 8 bars, and check to see if the first group of four hourly bars engulfs the previous four hourly bars. This is then rolled over with every new hourly bar.
I’ve written several articles on what happens during news announcements, and associated quick trading strategies. But from a regular trader’s perspective, surely there must be another way to approach these things. In this article I’ll given an overview as to how to trade these news announcements in a slightly more leisurely way, and see if there is anything to be had out of trading against market hysteria. The instrument of choice will be the EURUSD, though you can pick any other inst… Read more
This week’s article is more tongue in cheek: do natural phenomena affect the markets? What we’ll be particularly looking at are the full moon, new moon, and solar eclipses, especially since we had one on the 9th March this year. Back in 2005 I wrote a similar article at Barclays Capital for the weekly quant newsletter we sent out to clients. It was a summer lull, and it seemed like a swell idea. The results back then indicated that it was the New Moon rather than the Full Moon that really imp… Read more
At last! We’ve made it to the mean-reverting part of the series, starting with our focus on equities and their mean-reversion habits. So, here’s the deal. We’re going to keep it simple, just like in the previous three posts, and start from the ground up. Over the following series we’ll culminate in a simple, straightforward (and well known) system that still works. In detail for this article:
- What do we mean by mean-reversion and how can we measure it?
- What are some natural meth… Read more