Аналитика Форекс На 2009

There is no single formula for success for trading in the financial markets. Think of the markets as being like the ocean and the trader as a surfer. Surfing requires talent, balance, patience, proper equipment, and mindfulness of your surroundings. Would you go into water that had dangerous rip tides or was shark-infested? Hopefully not.

The attitude to trading in the Forex markets is no different. By blending good analysis with effective implementation, your success rate will improve dramatically, and, like many skill sets, good trading comes from a combination of talent and hard work. Here are the four strategies to serve you well in all markets, but in this article, we will focus on the Forex markets.

Approaching Forex Trading

Before you trade, recognize the value of proper preparation. It's important to align your personal goals and temperament with relatable instruments and markets. For example, if you understand retail markets, then it makes sense to trade retail stocks rather than oil futures, about which you may know nothing. It also helps to begin by assessing the following three components:

Time Frame

The time frame indicates the type of trading that is appropriate for your temperament. Trading off a five-minute chart suggests that you are more comfortable taking a position without exposure to overnight risk. On the other hand, choosing weekly charts indicates comfort with overnight risk and a willingness to see some days go contrary to your position.

In addition, decide if you have the time and willingness to sit in front of a screen all day or if you prefer to do your research over the weekend and then make a trading decision for the week ahead based on your analysis. Remember that the opportunity to make substantial money in the Forex markets requires time. Short-term scalping, by definition, means small profits or losses. In this case, you will have to trade more frequently.

Methodology

Once you choose a time frame, find a consistent methodology. For example, some traders like to buy support and sell resistance. Others prefer buying or selling breakouts. Some like to trade using indicators, such as MACD (moving average convergence divergence) and crossovers.

Once you choose a system or methodology, test it to see if it works on a consistent basis and provides an edge. If your system is reliable more than 50% of the time, you should consider that an edge, even if it's a small one. Test a few strategies, and when you find one that delivers a consistently positive outcome, stay with it and test it with a variety of instruments and various time frames.

Market (Instrument)

You will find that certain instruments trade much more orderly than others. Erratic trading instruments make it difficult to produce a winning system. Therefore, it is necessary to test your system on multiple instruments to determine that your system's "personality" matches with the instrument being traded. For example, if you were trading the USD/JPY currency pair in the Forex market, you may find that Fibonacci support and resistance levels are more reliable.

Your Forex Trading Attitude

Behavior is an integral part of the trading process, and thus your attitude and mindset should reflect the following four attributes:

Patience

Once you know what to expect from your system, have the patience to wait for the price to reach the levels that your system indicates for either the point of entry or exit. If your system indicates an entry at a certain level but the market never reaches it, then move on to the next opportunity. There will always be another trade.

Discipline

Discipline is the ability to be patient—to sit on your hands until your system triggers an action point. Sometimes, the price action won't reach your anticipated price point. At this time, you must have the discipline to believe in your system and not to second-guess it. Discipline is also the ability to pull the trigger when your system indicates to do so. This is especially true for stop losses.

Objectivity

Objectivity or "emotional detachment" also depends on the reliability of your system or methodology. If you have a system that provides entry and exit levels that you find reliable, you don't need to become emotional or allow yourself to be influenced by the opinion of pundits. Your system should be reliable enough so that you can be confident in acting on its signals.

Realistic Expectations

Even though the market can sometimes make a much bigger move than you anticipate, being realistic means that you cannot expect to invest $ in your trading account and make $1, each trade. Although there is no such thing as a "safe" trading time frame, a short-term mindset may involve smaller risks if the trader exercises discipline in picking trades. This is also known as the trade-off between risk and reward.

Motivating Forex Trading Factors

Instruments trade differently depending on the major players and their intent. For example, hedge funds vary in strategy and are motivated differently than mutual funds. Large banks that are trading in the spot currency markets usually have a different objective than currency traders buying or selling futures contracts. If you can determine what motivates the large players, you can often align that knowledge to your advantage.

Alignment

Pick a few currencies, stocks, or commodities, and chart them all in a variety of time frames. Then apply your particular methodology to all of them and see which time frame and instrument align to your system. This is how you discover alignment within your system. Repeat this exercise regularly to adapt to changing market conditions.

Implementing a Forex Trading Strategy

There is no such thing as only profitable trades, just as no system is a % sure thing. Even a profitable system, say with a 65% profit-to-loss ratio, still, has 35% losing trades. Therefore, the art of profitability is in the management and execution of the trade.

Risk Control

In the end, successful trading is all about risk control. Try to get your trade in the correct direction right out of the gate. Evaluate your trading system, make adjustments, and try again. Often, it is on the second or third attempt that your trade will move in the right direction. This practice requires patience and discipline to achieve success.

The Bottom Line

Trading is nuanced and requires as much art as science to execute successfully, which means that there is only a profit-making trade or a loss-making trade. Warren Buffet said that there are two rules in trading: Rule 1: Never lose money. Rule 2: Remember Rule 1. Stick a note on your computer that will remind you to take small losses often and quickly rather than wait for the big losses.

Social Market Analytics (SMA)  provides real-time sentiment data for equities (North America & LSE), commodities, foreign exchange, Crypto Currencies and ETF's.

In this blog I am going to explore a trading system using the SMA Twitter based sentiment data to trade a basket of: EURUSD, EURGBP, GBPJPY, GBPUSD ,USDCAD ,USDCHF ,USDJPY.

We will explore two straight forward trading systems:

• Forex Sentiment RSI: Daily Long/Short Strategy
• SMA S-Score Based Currency Selection Model

RSI Calculation Methodology 

This strategy is a single-factor model solely based on adjusting daily weights according to 3-Day Sentiment RSI on the 7 of the highest daily volume Forex pairs. It is long-short with the assumption that tails act with similar magnitude.

• Long/Short
  1. RSI >= 50, Long
  2. RSI < 50, Short
• 50% Long & 50% Short Asset Allocation
  1. Long weights are calculated using only longs
  2. Short weights are calculated using only shorts
• Daily weight adjusted following:
  1. separately for the long side and the short side

The strategy significantly improves returns compared to an equal weighted baseline.  Sharpe and Sortino ratios are statistically significant:

• Sharpe Ratio:
  • Jan 03, to July 19,
  • YTD
• Sortino Ratio:
  • Jan 03, to July 19,
  • YTD

The volatility of each leg of the strategy is either kept stable or decreased in comparison with the baseline.

SMA S-Score Based Currency Selection Model

This daily trading strategy is based on the S-Score at EST and executing a hour hold based on these values at EST. We find consistency across execution times.  The goal is to assess sentiment and take make a directional trade in agreeance, given that the sentiment falls at least 1 standard deviation from the day mean.

Equal weighted based on standard deviation criteria:

- Long: S-Score > 1

- Short: S-Score < -1

- Baseline: Equal Weighted Portfolio of the 7 Currency pair

Long and short legs are capped at 50% of the daily portfolio, even on the occurrence of an outlier day where all pairs are long, or all pairs are short.

The strategy drastically improves returns compared an equal weighted baseline.  Up to 40% cumulative over a month period with a consistent annual rate of return.

• Sharpe Ratio:
  • Jan 03, to July 19,
  • YTD
• Sortino Ratio:
  • Jan 03, to July 19,
  • YTD

These are straight forward strategies that illustrate the predictive nature of our dataset.  Twitter and StockTwits based factors.  To learn more about how Social Market Analytics sentiment data can help your trading please contact us at [email protected] or Doug Hopkins @ ()

Tradefeedr, a provider of foreign exchange (FX) trading analytics and data sharing services, announced today the formation of a Buy-Side Client Advisory Board. The board will provide guidance and insights to help shape the company's future product roadmap.

The Client Advisory Board comprises 13 members from major buy-side institutions, including asset managers, hedge funds, pension funds, and insurance companies. Some of the firms represented include Norges Investment Management, Brevan Howard, eunic-brussels.eu Price, Schroders and Invesco.

The creation of the board comes as Tradefeedr has significantly expanded its network over the past three years, now counting over 70 buy- and sell-side Sell-Side Those in the financial industry involved with the production, marketing, and the sale of bonds, forex, stocks, and other financial instruments constitute the eunic-brussels.euts and services produced by the sell-side are geared towards those who on the buy-side. You can think of the sell-side and buy-side like a coin, you cannot have one side without the other. The sell-side is comprised of individuals, firms, fintech companies, and market makers, who are responsible for providing liquidity in th Those in the financial industry involved with the production, marketing, and the sale of bonds, forex, stocks, and other financial instruments constitute the eunic-brussels.euts and services produced by the sell-side are geared towards those who on the buy-side. You can think of the sell-side and buy-side like a coin, you cannot have one side without the other. The sell-side is comprised of individuals, firms, fintech companies, and market makers, who are responsible for providing liquidity in th Read this Term clients as well as connections to 10 major trading platforms.

“Insights from our Buy-Side Buy-Side The buy-side is comprised of firms in the financial industry that purchase securities and are accompanied by account investment managers, pension funds, and hedge eunic-brussels.eu buy-side is composed of those that buy and invest large sums of securities with the intention of generating a lucrative return or have their funds managed. The Buy-Side ExplainedIn terms of Wall Street, the buy-side includes investment institutions that purchase securities, stocks, or other financial instruments with the aim The buy-side is comprised of firms in the financial industry that purchase securities and are accompanied by account investment managers, pension funds, and hedge eunic-brussels.eu buy-side is composed of those that buy and invest large sums of securities with the intention of generating a lucrative return or have their funds managed. The Buy-Side ExplainedIn terms of Wall Street, the buy-side includes investment institutions that purchase securities, stocks, or other financial instruments with the aim Read this Term Client Advisory Board will be instrumental in meeting customer needs and guiding investment in new and impactful products for our extensive client network,” Balraj Bassi, the Co-Founder and CEO of Tradefeedr, commented.

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The complete list of the Board members include:

• Alan Lucero, FX Trader at Norges Investment Management
• Ayodele Arubi, Trade Cost Analyst at Brevan Howard
• Brendan McMurtray, Vice President, FX Electronic Trading at eunic-brussels.eu Price
• Dave Biser, Director of Trading at Campbell and Company
• Eric Brown, Trader at eunic-brussels.eu Price
• Gordon Noonan, Global Head of FX Trading at Schroders
• Grayson Niehaus, FX Trader at Invesco
• Michal Marcek, Quant Macro at BlueCrest
• Nick Nellis, Senior Trader at MEAG
• Rich Turner, Senior FX Trader at Insight Investments
• Ronald Lagarde, Senior Trader at APG
• Stefan Helber, Senior FX Trader at DWS
• Tjerk Methorst, Treasury & Trading at PGGM

This marks a significant move following Tradefeedr's introduction of its Algo Forecasting Suite last year. This suite comprises various pre and post-trade instruments designed to assist clients in evaluating and choosing the best FX execution algorithms.

Product and Personnel Innovations at Tradefeedr

In November, Tradefeedr integrated its platform with TD Securities to boost FX data transparency and client interaction for TD customers. This allows streamlined access to trading data for more comprehensive transaction cost analysis and reporting.

A few months prior, Tradefeedr also partnered with FlexTrade to optimize FX trading workflows. By integrating Tradefeedr's pre-trade forecast data into FlexTrade's EMS platform, FX traders can access enhanced datasets to improve trading transparency and decision-making.

Additionally, Tradefeedr appointed Georgia Frett as Head of Client Engagement. With her experience developing FX networks and driving market changes at The Finance Hive, she will focus on expanding Tradefeedr's community of liquidity providers, buy-side clients, and trading platforms.

Through these product enhancements and partnerships, Tradefeedr continues to establish itself as an essential independent FX data analytics provider. Tradefeedr provides independent analytics on FX trading performance and facilitates collaborative data sharing between institutions. Clients can access integrated trading data through its platform and APIs to inform decision-making and benchmark performance.

A Fraud Survey

We invite you to participate in our joint survey conducted by FXStreet and Finance Magnates Group, which explores prevalent online financial fraud types, platforms used for fraudulent activities, effectiveness of countermeasures, and challenges faced by companies in tackling such fraud. Your valuable insights will help inform future strategies and resource allocation in combating financial fraud.

Social Media Scams: Help Shape the Fight with Your Survey Participation.