Noted only now this quoted.

You can use the Eurodollar future, it’s based on US Libor, it’s a big and liquid future, basically if rates go up then ED futures go down.
http://www.cmegroup.com/trading/interest-rates/stir/eurodollar.html, look at dec mar jun sept.

Noted only now this quoted.

You can use the Eurodollar future, it’s based on US Libor, it’s a very big and liquid future, basically if rates go up then ED futures go down.
http://www.cmegroup.com/trading/interest-rates/stir/eurodollar.html, look at dec mar jun sept.

Noted only now this.

You can use Eurodollar futures based on US Libor, a very big and liquid asset, basically if rates go up then ED futures go down.
http://www.cmegroup.com/trading/interest-rates/stir/eurodollar.html, look at dec mar jun sept.

Thanks simplex, will test new versions but ….

Houston, we’ve got a problem (maybe ..)

I noticed that AUD and  NZD tend to show strange peaks, as if they were overweight than other curencies. Since the basic algorithm is the ROC likely this behavior is related to the current value of each pair compared to USD, ( about 0.7 now, other cur…[Read more]

The benchmark is the 10 year US T-note.
The yield index trades only few hours:
http://www.cboe.com/DelayedQuote/advchart.aspx?ticker=TNX
The future tracks price 23 hours:
http://www.cmegroup.com/trading/interest-rates/us-treasury/10-year-us-treasury-note.html

One is the inverse of the other, so if yields rise treasury prices fall. In…[Read more]

Ok, got it. Well try Dow and then SP but I think you get very similar results.

As said each market influence the forex market and in turn it affects the others, is the so-called intermarket analysis and is not easy to model. In a hypothetical model you should put into gold, oil, equities and treasury. The most important, in my opinion, is…[Read more]

Talking about forex indeed everything is correlated: currencies, equities, commodities, treasury. For every move in last 3 specific markets you can find a reaction in forex pairs.In the specific all equities index are correlated, (sp dow russell nasdaq dax footsie topix ans so on …), so it’s my opinion that’s better to use an index based…[Read more]

Talking about forex indeed everything is correlated: currencies, equities, commodities, treasury. For every move in last 3 specific markets you can find a reaction in forex pairs.In the specific all equities index are correlated, (sp dow russell nasdaq dax footsie topix ans so on …), so it’s my opinion that’s better to use an index based…[Read more]

Talking about forex indeed everything is correlated: currencies, equities, commodities, treasury. For every move in last 3 specific markets you can find a reaction in forex pairs.In the specific all equities index are correlated, (sp dow russell nasdaq dax footsie topix ans so on …), so it’s my opinion that’s better to use an index based…[Read more]

Talking about forex indeed everything is correlated: currencies, equities, commodities, treasury. For every move in last 3 specific markets you can find a reaction in forex pairs.In the specific all equities index are correlated, (sp dow russell nasdaq dax footsie topix ans so on …), so it’s my opinion that’s better to use an index based…[Read more]

Meanwhile, thanks for your time, simplex.

In the coming days I will make some screenshots (now I’m at work …) but something I can begin to say: we are looking for something, so  more options we have more roads we can go.
The time with the minutes is for having greater flexibility in our research but also for example to start the reset after an…[Read more]

Meanwhile, thanks for your time, simplex.

In the coming days I will make some screenshots (now I’m at work …) but something I can begin to say: we are looking for something, so  more options we have more roads we can go.
The time with the minutes is for having greater flexibility in our research but also for example to start the reset after an…[Read more]

Meanwhile, thanks for your time, simplex.

In the coming days I will make some screenshots (now I’m at work …) but something I can begin to say: we are looking for something, so we have more options more roads we can go.
The time with the minutes is for having greater flexibility in our research but also for example to start the reset after an…[Read more]

SP500 is better or Russell2000, Treasury US 10 YR T-Note. Dollar Index too but it’s very similar to eurusd.

Great works simplex,

I’m playing with the Session Correlator indicator, stacked three instances so i can study how currencies moves on more daily sections. Server time 00:00 corresponds to 17:00 East (New York), reset are at 00:00, 08:00 and 16:00 so I have classical 3 sections that roughly corresponds at NY close, London open, NY open. But I’…[Read more]

Great works simplex,

I’m playing with the Session Correlator indicator, stacked three instances so i can study how currencies moves on more daily sections. Server time 00:00 corresponds to 17:00 East (New York), reset are at 00:00, 08:00 and 16:00 so I have classical 3 sections that roughly corresponds at NY close, London open, NY open. But I’…[Read more]

Great works simplex,

I’m playng with the Session Correlator indicator, stacked three instances so i can study how currencies moves on more daily sections. Server time 00:00 corresponds to 17:00 East (New York), reset are at 00:00, 08:00 and 16:00 so I have classical 3 sections that roughly corresponds at NY close, London open, NY open. But I’…[Read more]

Great works simplex,

I’m playng with the Session Correlator indicator, stacked three instances so i can study how currencies moves on more daily sections. Server time 00:00 corresponds to 17:00 East (New York), reset are at 00:00, 08:00 and 16:00 so I have classical 3 sections that roughly corresponds at NY close, London open, NY open. But I’…[Read more]