Archive

This is a collection of past Forex Automaton articles organized in reverse chronological order.

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine


April 2009

CHF/JPY and EUR/AUD leading indicator history, 2002-2009 Optimizing the forex trading system parameters: EUR/USD
AUD/JPY and GBP/USD leading indicator history, 2002-2009
Optimizing the forex trading system parameters: AUD/JPY
AUD/JPY and EUR/CHF leading indicator history, 2002-2009
Setting up an algo trading system test bench. Description of parameters.
Patterns of financial crisis: USD/CAD in 2007-2009.
The First Annual Summary of Forex Automaton Research Progress, April 2009.
Patterns of financial crisis: GBP/CHF 2007-2009.

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
March 2009

Patterns of financial crisis: EUR/USD, Deutscher Aktien and the Dow, 2007-2009.
Patterns of financial crisis: GBP/USD, Footsie and the Dow
Patterns of financial crisis: SPY and AUD/JPY, 2007-2009.
SPY: the trend ain't your friend any more
Patterns of financial crisis: AUD/USD 2007-2009.
Patterns of financial crisis: EUR/CHF 2007-2008.
Patterns of financial crisis: EUR/GBP 2007-2008.

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
February 2009

Patterns of financial crisis: EUR/USD, Deutscher Aktien and the Dow, 2007-2009.
Patterns of financial crisis: GBP/USD, Footsie and the Dow
Patterns of financial crisis: SPY and AUD/JPY, 2007-2009.
SPY: the trend ain't your friend any more
Patterns of financial crisis: AUD/USD 2007-2009.
Patterns of financial crisis: EUR/CHF 2007-2008.
Patterns of financial crisis: EUR/GBP 2007-2008.

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
January 2009

Patterns of financial crisis: AUD/JPY in 2007-2008.
Patterns of financial crisis: GBP/JPY in 2007-2008.
Patterns of financial crisis: GBP/USD in 2007-2008.
Patterns of financial crisis: EUR/USD in 2007-2008.
Patterns of financial crisis: EUR/JPY in 2007-2008.
USD LIBOR 2002-2008: predictability in times of credit tightening and expansion
GBP/USD and USD/CHF 2004-2008: symmetric predictive correlation
GBP/JPY and USD/CHF 2004-2008: weak correlation, no forecasting potential

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
2008
December 2008
November 2008
October 2008
September 2008
August 2008
July 2008
June 2008
May 2008
April 2008

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
December 2008

Danish Krone (DKK) LIBOR technical predictability overview
AUD/JPY and EUR/USD leader-follower history
AUD/JPY and USD/CHF intermarket correlation, 2004-2008.
AUD/USD and USD/CHF intermarket correlations, 2004-2008.
CHF/JPY and USD/CHF intermarket correlations, 2004-2008. CHF/JPY is the leader.
Swedish Krona (SEK) LIBOR technical predictability overview
EUR/AUD and USD/CHF 2004-2008: "trivial" intermarket correlations
New Zealand Dollar (NZD) LIBOR: technical predictability overview
EUR/GBP and USD/CHF 2004-2008: "trivial" intermarket correlation
EUR/JPY and USD/CHF 2004-2008: EUR/JPY is the leader.

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
November 2008

Pound Sterling (GBP) LIBOR rates: technical predictability overview
CHF/JPY "bipolar disorder" history
Swiss Franc (CHF) LIBOR: technical predictability overview
CHF/JPY and EUR/USD leader-follower history
Australian Dollar (AUD) LIBOR technical predictability overview
EUR/CHF and EUR/USD follower-leader effect: USD interest rate drop could have killed the effect
Canadian Dollar (CAD) LIBOR technical predictability overview
Time evolution of the EUR/USD and USD/CHF correlation
EUR/CHF and USD/CHF 2004-2008: "trivial" intermarket correlation

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
October 2008

US Dollar (USD) LIBOR rates: technical predictability overview
EUR/GBP and GBP/JPY 2002-2008: intermarket correlations
EUR/GBP and GBP/USD 2002-2008: intermarket correlations
Euro LIBOR rates: technical predictability overview
EUR/GBP and USD/CAD 2002-2008: intermarket correlations
AUD/JPY: "bipolar disorder" history
EUR/JPY and EUR/USD correlation: following up despite the challenge of non-stationarity. Is USD joining JPY in the carry-trade currency club?
Japanese Yen (JPY) LIBOR rates: technical predictability overview
Minimizing the "benefit of hindsight" in trading system testing
AUD/USD "bipolar disorder" history

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
September 2008

EUR/JPY and USD/CAD 2002-2008: intermarket correlations
GBP/JPY and GBP/USD 2002-2008: intermarket correlations
EUR/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations
GBP/JPY and USD/JPY 2002-2008: "trivial" intermarket correlations
GBP/USD and USD/CAD 2002-2008: leader-follower correlation
GBP/USD and USD/JPY 2002-2008: hints of predictive correlations
USD/CAD and USD/JPY 2002-2008: "trivial" intermarket correlations
EUR/GBP and AUD/JPY 2002-2008: another minimally correlated combination
EUR/GBP and AUD/USD 2002-2008: "trivial" intermarket correlations
EUR/GBP and CHF/JPY 2002-2008: intermarket correlations
EUR/GBP and EUR/AUD 2002-2008: intermarket correlations
EUR/GBP and EUR/CHF 2002-2008: negative correlation underscores importance of interest rates
EUR/GBP and EUR/JPY 2002-2008: intermarket correlations
EUR/GBP and EUR/USD 2002-2008: intermarket correlations

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
August 2008

EUR/AUD and GBP/JPY 2002-2008: "trivial" intermarket correlations only
EUR/AUD and GBP/USD 2002-2008: intermarket correlations
EUR/AUD and USD/CAD 2002-2008: leader-follower correlations
EUR/AUD and USD/JPY 2002-2008: asymmetric "contrarian" correlations
EUR/CHF and EUR/JPY 2002-2008: "trivial" intermarket correlations
EUR/CHF and GBP/JPY 2002-2008: "trivial" intermarket correlations
EUR/CHF and GBP/USD 2002-2008: leader-follower correlations
EUR/CHF and USD/CAD 2002-2008: weak and "trivial" correlations
USD/JPY and EUR/CHF 2002-2008: leader-follower relationship
EUR/JPY and GBP/JPY 2002-2008: "trivial" intermarket correlations
EUR/JPY and GBP/USD 2002-2008: asymmetric leader-follower correlations

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
July 2008

AUD/JPY and USD/CAD 2002-2008: intermarket correlations
AUD/JPY and GBP/USD 2002-2008: leader-follower correlations
AUD/JPY and EUR/JPY 2002-2008: (trivial) intermarket correlations
AUD/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations
AUD/JPY and EUR/AUD 2002-2008: "contrarian" intermarket correlations
AUD/JPY and USD/JPY 2002-2008: intermarket correlations
AUD/JPY and CHF/JPY 2002-2008: (trivial) intermarket correlations
CHF/JPY and EUR/AUD 2002-2008: leader-follower correlations
CHF/JPY and EUR/CHF 2002-2008: (trivial) intermarket correlations
CHF/JPY and EUR/JPY 2002-2008: symmetric predictive cross-correlations
CHF/JPY and GBP/JPY 2002-2008: (trivial) intermarket correlations
CHF/JPY and USD/CAD 2002-2008: intermarket correlations
CHF/JPY and EUR/USD 2002-2008: leader-follower correlation
CHF/JPY and GBP/USD 2002-2008: asymmetric (leader-follower) correlation
CHF/JPY and USD/JPY 2002-2008: (trivial) intermarket correlations
EUR/AUD and EUR/CHF 2002-2008: asymmetric predictive correlations
EUR/AUD and EUR/JPY 2002-2008: leader-follower correlations

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
June 2008

EUR/USD and GBP/JPY 2002-2008: intermarket correlations (leader-follower)
EUR/USD and USD/CAD 2002-2008: intermarket correlations (symmetric predictive)
NZD/USD 2005-2008: predictability overview
AUD/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower)
EUR/JPY and EUR/USD 2002-2008: intermarket correlations (leader-follower)
AUD/USD and EUR/USD 2002-2008: intermarket correlations (oscillating pattern)
EUR/CHF and EUR/USD 2002-2008: intermarket correlations (leader-follower, strong signal)
EUR/AUD and EUR/USD 2002-2008: intermarket correlations
USD/CHF 2004-2008: another "fair game"?
EUR/USD and USD/CHF 2004-2008: intermarket correlations (leader-follower)
AUD/USD and NZD/USD 2005-2008: intermarket correlations (oscillating pattern)
AUD/USD and GBP/JPY 2002-2008: intermarket correlations
AUD/USD and USD/JPY 2002-2008: predictive intermarket correlations
AUD/USD and GBP/USD 2002-2008: intermarket correlations (leader-follower)
AUD/USD and CHF/JPY 2002-2008: intermarket correlations
AUD/USD and USD/CAD 2002-2008: intermarket correlations (leader-follower)
AUD/USD and EUR/JPY 2002-2008: intermarket correlations
AUD/USD and EUR/CHF 2002-2008: the least correlated combination?
AUD/USD and EUR/AUD 2002-2008: intermarket correlations
AUD/USD and AUD/JPY 2002-2008: intermarket correlations
AUD/JPY and EUR/CHF 2002-2008: leader-follower correlations

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
May 2008

USD/JPY 2002-2008: predictability overview
USD/CAD 2002-2008: predictability overview
GBP/USD 2002-2008: predictability overview
CHF/JPY 2002-2008: predictability overview
EUR/AUD 2002-2008: predictability overview
EUR/AUD 2002-2008: specific patterns of trading sessions
EUR/CHF 2002-2008: predictability overview
EUR/GBP 2002-2008: predictability overview
Why "bullish" and "bearish" autocorrelations
EUR/JPY 2002-2008: predictability overview
EUR/USD and USD/JPY 2002-2008: intermarket correlations (leader-follower)
EUR/USD and GBP/USD 2002-2008: intermarket correlations (symmetric predictive)
Back-testing a forex trading system

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
April 2008

EUR/USD 2002-2008: the fairest game in town!
AUD/USD 2002-2008: predictability overview
AUD/JPY 2002-2008: predictability overview

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 
<< Start < Prev 1 2 3 Next > End >>

Page 3 of 3