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Forex Automaton
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Forex Research
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Forex trading system: are we there yet?
A series of articles on the automated forex trading system development.
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1
ForexAutomaton 2013. The Fifth Annual Summary of Researh Progress
Forex Automaton
2
Heidi performance review, ten months since the parameter change
Forex Automaton
3
Forex Automaton Black Box response to mean-reversion and trending
Forex Automaton
4
ForexAutomaton 2012. The Fourth Annual Summary of Research Progress.
Forex Automaton
5
Demi performance review, June 2011
Forex Automaton
6
ForexAutomaton 2011. The Third Annual Summary of Research Progress.
Forex Automaton
7
Incorporating seasonality into Heidi. A concept of a better forecasting component for an intraday trading system.
Forex Automaton
8
Intraday seasonality as a source of alpha :
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Forex Automaton
9
Even in the random walk, locations of daily high and low are non-uniformly distributed in time
Forex Automaton
10
Fourth order cumulant study with more FX rates and time windows
Forex Automaton
11
Fourth order cumulant in EUR/USD falsifies random walk hypothesis
Forex Automaton
12
Markov property of the extremes in the binned random walk time series
Forex Automaton
13
Temporal distribution of GBP/JPY low and high during a day
Forex Automaton
14
Revisiting the Day Range Strategy. Part 2.
Forex Automaton
15
Temporal patterns and history of EUR/JPY spread, 2003-2009
Forex Automaton
16
Revisiting the Day Range Strategy. Part 1.
Forex Automaton
17
USD/JPY spread patterns and history, 2003-2009
Forex Automaton
18
EUR/USD spread patterns and history, 2003-2009
Forex Automaton
19
Temporal distribution of CHF/JPY low and high during a day
Forex Automaton
20
Temporal (in)stability of trading system optimization curves
Forex Automaton
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