Dear Readers,
Our website is under a MAJOR redevelopment (content and design)!
Stay tuned for more…
We hope to have it online in the next couple of months… Until then, there will be no regular updates
Thanks for your understanding and your patience!
Quantitative Finance & Technical Trading
"One faces the future with one's past" Pearl S. Buck (1892-1973)
Dear Readers,
Our website is under a MAJOR redevelopment (content and design)!
Stay tuned for more…
We hope to have it online in the next couple of months… Until then, there will be no regular updates
Thanks for your understanding and your patience!
We wish a very happy 2013 to us all!
Our website will be soon one year old and some major updates are under consideration! Please read below.
1) Daily FOREX Correlation (NEW!): We will update every day estimates of the correlation for all currencies. This methodology is based on a new academic research paper of ours and can be used for hedging purposes. It will be updated daily - After December 2012
2) Daily FOREX Picks (NEW!): Based on the above, we will also create a strategy that invests in 6 currencies. The performance of this FX portfolio will be tracked online – After December 2012
3) ETF Switcher (Daily): Some of all strategies will be kept – After February 2013
4) Risk Sentiment Indicators based on ETFs will be extracted from ETF Switcher and will be presented separately - After February 2013
5) TNA/TZA Pairs Trading (Weekly): This will be changed and updates will be daily - After February 2013
6) FAS/FAZ Pairs Trading (NEW!): A similar strategy to TNA/TZA will be applied in FAS/FAZ with daily updates – After February 2013
Dear All,
due to the recent storm the US markets are closed. So our Switcher picks and suggestions are due when the markets re-open.
Regards