Tag Archives: forex trading
The correlation between the 60/40 strategic allocation and the equity market in the last 30 years is close to 0.9. Actually, portfolio risk, as measured by maximum drawdown, has only been low during strong equity market uptrends.
In this article we discuss feature generation for a long/short forex strategy. This strategy can be used in conjunction with long/short equity strategies for diversification purposes.
This is an example of a strategy for trading EUR/USD currency pair in the daily timeframe developed by DLPAL S. The results are validated in a backward sample.
In this article we include an example of trading strategy development for the GBP/USD forex pair with the use of DLPAL software.
Forex is a zero-sum game and forex price series involve high level of noise caused by robots that operate in that market and a large number of unskilled traders. Thus, it is always challenging to validate trading system synthesis algos … Continue reading
This is part one of a four part series on the perils of day and position trading in futures and forex markets. In Part One, analysis based on a simulation of a large number of random systems confirms the empirical … Continue reading