Aggregate Bond Index Simulation
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Trading Order Out of Chaos
Wouldn’t it be great to forecast what the outcome economic news-releases would be? News trading is a favourite for many traders, professionals and novice alike. For the long-term trader who holds positions over several days or weeks it might lead to clues as to the next big trend. For intra-day traders it can be a treacherous path. Usually day traders end up losing money, usually because of massive slippage on their stop-orders followed by knock-outs on their protective stops because o… Read more
The London Breakout Strategy falls under the category of Open Range Breakout as developed by Toby Crabel. In this article we’ll look at some results with regards to this strategy, as well different ways of trading it. Let’s start out with the notion of Open Range Breakout. The key concept behind this strategy is that the range set at the start of the day sets a neutral zone for the rest of the day. If price moves either side of this range it is a strong indication that price will wa… Read more
EURUSD tick data for the period 10th April 2016 to 15th April 2016. Zip file contains CSV files for each day. The format of the CSV files are: Local Time, Server Time, Server Time Milliseconds, Bid, Ask. The time resolution is in seconds. This means that there can be multiple quotes per second.
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 the basics of High-Frequency Trading, as well as how it applies to trading from your “Living Room.” An example of such trading from your own private realm is the following P&L chart showing profits i… Read more
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 of the modules required, but this should be straightforward in most Python installs. Happy pattern hunting!!
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