Forex Automaton. Original quantitative research on FX forecasting. Forex trading system research and development. We research predictability in forex on a statistical, quantitative basis, publish forecasts and model portfolios. Mon, 25 Mar 2019 20:03:36 +0000 Joomla! 1.5 - Open Source Content Management en-gb Welcome {loadposition user2}

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Algorithmic Trading Systems

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]]> (Administrator) frontpage Sat, 12 Apr 2008 15:09:06 +0000
What are the goals of the project? Our primary goal is to maintain a public information service providing financial markets forecasts, based on our proprietary forecasting tools: an automated trading system -- a Forex Automaton™.

Our secondary goal is to discover, quantify and monitor the very existence of sustainable opportunities for profit-making via systematic trading. Or simply put, to monitor the degree to which these markets are more predictable than a "fair game" -- to a trader without access to insider information.

]]> (Administrator) frontpage Mon, 07 Apr 2008 09:44:53 +0000
January 2017 Forex Correlation and Inefficiency Report

Here is the January 2017 update of the ForexAutomaton correlation analysis report, with its distinctive emphasis on time-lag dependence of auto-correlations and intermarket correlations.The report follows structure and definitions explained in a separate document, which can be used as a user manual.The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for January 2017. CERPI -- Currency Exchange Rate Predictability Index,CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1MCERCSI 1H.1MCERPI 1H.1M
]]> (Forex Automaton) frontpage Sat, 18 Feb 2017 10:30:43 +0000
Trading system output is now only on blogger Please use this link:

The Google problem with OAuth 1 being replaced by OAuth 2 and rendering googlecl obsolete is cured by switching to the mail posting. Sorry for the inconvenience.

]]> (Forex Automaton) frontpage Fri, 12 Jun 2015 15:45:37 +0000