Welcome!
I'm Scott, an aspiring full time FOREX trader. I'm also sort of a "math geek in training" so I frequently apply the tools of mathematics and science to my study of FOREX price behavior. This site is where I store my research notes (rambling as some of them may be...) as well as my more coherent mathematical market musings.
Note: Due to a scheduling change, I'll be updating the charts on this page at approximately 3:00 AM New York (Eastern) time now.
The chart below shows the relative pressures on price resulting from news releases over the past 20 days. The method behind this analysis is here.
Monday 1/5/09: This chart reflects all of the news releases through Monday's close. The EUR, USD and CHF all gained slightly in terms of news release pressures. There were no changes in the rankings
The chart and tables below show the relative strengths of eight major currencies over the past 20 days based on the buying power of each with respect to oil. The chart ranks the currencies on a normalized scale, with the highest performing currency in the 100% spot and the worst performing currency in the 0% spot.
Monday 1/5/09: The CAD led the way today as the CHF trailed the pack yet again. In the 20-day strength rankings, The NZD has taken the lead closely followed by the AUD, as the CHF slips back to third place. The CAD overtook the Euro for fourth while the Yen plunged into last place.
FOREX Market Mathematical Musings
Note: "Intellectual property is neither." Anyone who wishes to copy and use these articles elsewhere is free to do so. I only ask that you credit me as the author and include a link back to this site.
Four Problems with Technical Analysis
Backtesting & Data Mining
A Random Rant on the Random Walk
Beyond the Random Walk - A New Market Paradigm
Statistical Trading - Getting the Edge
New Frontiers in FOREX Market Analysis
"Stop Hunting" -- What is it?
Placing Better Stops
