- Joined
- 1 October 2008
- Posts
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- 395
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!
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.
Honkers is taking a beating this morning...
Honkers is taking a beating this morning...
Watching that, the XINA50 and the ES....reluctant to go lower...
You guys might be ok LOL!
CanOz
popped the round number at 600 .....long tails.....holding
What data is it your looking at?
LOL....
I've not got a chart up, only the book but I'm guessing it looks like this???
CanOz
tweetThings are pretty nasty, bad data out of the US tonight could really make a mess of this next leg down...
CanOz
edit...WTF??
Futures are ripping on this news: EU WILLING TO `ENVISAGE' DIRECT ESM BANK RECAPITALIZATIONS
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