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Performance was significantly higher on trades which were "in line" with my well quantified view of market sentiment

Dangerous, it rarely makes such consistent sense, so what metric of expectancy could you possibly be relying upon? Unless your radar is really fine tuned and that's one major art, Oh Master!
However, the easiest time to trade sentiment, in my experience, is when markets are setting up for a crash, or are crashing. Which is kind of the case now looking toward those guys in tights flapping red sheets, dwarfed by the grizzly shadow behind them!
 
Dangerous, it rarely makes such consistent sense, so what metric of expectancy could you possibly be relying upon? Unless your radar is really fine tuned and that's one major art, Oh Master!

Relying on the sentiment component of my daily predictor, which gauges changes in various (public) FX sentiment/book aggregates and weights them by statistical significance for return prediction.

As part of a larger model it does a pretty good job of moderating vol at tops and bottoms on the daily and I use it on it's own (with success) as a directional and sizing tool in my discretionary intraday trading.

Today I didn't use it since I was trying to increase frequency of trades with a much 'faster' strategy. Only in hindsight did I note it would have helped.
 
which gauges changes in various (public) FX sentiment/book aggregates and weights them by statistical significance for return prediction.

Cool...:brille:
 
As part of a larger model it does a pretty good job of moderating vol at tops and bottoms on the daily and I use it on it's own (with success) as a directional and sizing tool in my discretionary intraday trading.

I think that was what I needed to hear! Thanks for the reply.
 
Honkers is taking a beating this morning...:eek:
 
i bought 677's honkers

man waiting on side of mountain with mouth wide open waiting for roast duck to fly in......he waits a long time
 
Watching that, the XINA50 and the ES....reluctant to go lower...

You guys might be ok LOL!

CanOz
 
Watching that, the XINA50 and the ES....reluctant to go lower...

You guys might be ok LOL!

CanOz

F the VOL!!! iceberg city!

800px-Glaciers_and_Icebergs_at_Cape_York.jpg
 
LOL....

I've not got a chart up, only the book but I'm guessing it looks like this???



CanOz
 

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Things are pretty nasty, bad data out of the US tonight could really make a mess of this next leg down...

CanOz

edit...WTF??
 
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