Daily Quantitative Trading Ideas And Analysis

This is a discussion on Daily Quantitative Trading Ideas And Analysis within the Daily Analysis forums, part of the Commercial category; Originally Posted by AndersenBands Are you in good hands? I don't know, why don't you tell us where you are ...

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Old Apr 13, 2018, 6:31pm   #16
 
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Originally Posted by AndersenBands View Post
Are you in good hands?
I don't know, why don't you tell us where you are long or short from and where your stop and targets are.
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Old Apr 15, 2018, 6:56pm   #17
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I don't know, why don't you tell us where you are long or short from and where your stop and targets are.
Thanks for the question. However, the purpose of the chart is to share a setup as an "actionable trade" idea, not to journal or boast about my trading (which nobody cares about and isn't useful). Hope that helps.

Good trades to you!
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Old Apr 15, 2018, 7:19pm   #18
 
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So you're saying the price is in a range and it could go up or down.
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Old Apr 15, 2018, 7:45pm   #19
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So you're saying the price is in a range and it could go up or down.
Saying "...converge leading to an imminent price breakout"
Breakouts are excellent R/R actionable trades.

Cheers!
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Old Apr 15, 2018, 7:47pm   #20
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AndersenBands started this thread Weekly Forex Quantitative Trading Ideas And Analysis - 16 April 2018

Highlights from the weekly Forex ATI dashboard report going into Monday, 16 April-

Weekly price range compression for $AUD/CAD, $NZDCAD, and $USDJPY reached significant levels and are likely to rebound.

$AUDUSD developed a weekly pivot reversal to the upside.

The weekly pivot ranges are very low for the following pairs which are likely to lead to significant price movement and increased volatility- $EURUSD, $GBPCAD, $AUDCAD, and $USDJPY.

Additionally, a few of the interesting correlation relationships from the ATI report-

$EURAUD currently has a 30-day correlation of 93% with $GBPCAD, yet the 120-day correlation is only 50%.

$GBPAUD currently has a 30-day inverse correlation of -94% with $CADJPY yet the 120-day correlation is only -24%.

$USDJPY currently has a 30-day inverse correlation of -91% with $EURAUD yet the 120-day correlation is only -12%.

The 30-day correlation matrix from the weekly ATI report is included with this post for additional observation.


Have a great week!
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Old Apr 15, 2018, 8:39pm   #21
 
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...and I fail to see what is unique about Andersen Bands. Keltner Channels could easily be 'dialed in' to look almost exactly like them.

Last edited by cbrads; Apr 15, 2018 at 8:46pm.
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Old Apr 15, 2018, 9:33pm   #22
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...and I fail to see what is unique about Andersen Bands. Keltner Channels could easily be 'dialed in' to look almost exactly like them.
Thank you for your interest. Please share how you are able to "dial in" Keltner Channels to almost look like them. I'm very interested because Andersen Bands are based on regression and standard error while Raschke's modern version of the now widely default version of Keltner Channels is based on a moving average with ATRs.

Or perhaps what you are seeing on the chart is exactly what I am pointing out - when regression, moving averages, standard deviation, ATR, and standard error all converge into a volatility squeeze, this identifies excellent points where volatility mean reversion is likely to begin occurring, in which case Andersen Bands will also track the price movement far better than a moving average.

I published this original idea for the bands in the Sept 1996 of Technical Analysis of Stocks & commodities as "Standard Error Bands". Check it out there or google for the website to learn more. Over the past couple of decades working with some of the largest institutions there have been a few refinements and discoveries to say the least. Hence, the refined version is Andersen Bands.

Cheers!
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Old Apr 15, 2018, 9:59pm   #23
 
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Can't get enough data on $ALL to illustrate my point but if you post a chart of the DOW, for example, with your Andersen Bands on it, I'll 'dial in' some Keltner channels that will look almost exactly the same and prove that you are a snake oil salesman.
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Old Apr 15, 2018, 10:50pm   #24
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Can't get enough data on $ALL to illustrate my point but if you post a chart of the DOW, for example, with your Andersen Bands on it, I'll 'dial in' some Keltner channels that will look almost exactly the same and prove that you are a snake oil salesman.
Keltner Channels, specifically Raschke's version has it's place. So does Boillinger. The purpose of this thread is not to debate the viability of one indicator vs another but rather to share how moving averages with ATR, and std dev converged into a squeeze at the same point with regression and std error.

Cheers!

Last edited by AndersenBands; Apr 16, 2018 at 12:04am.
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Old Apr 17, 2018, 2:28am   #25
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AndersenBands started this thread Daily Forex Quantitative Trading Ideas And Analysis - 17 April 2018

Short-term momentum reversed up for two pairs/crosses: $EURAUD, $GBPCAD, while majors EUR turned up and AUD turned down. Long-term momentum turned up for $EURJPY.

$GBPCHF and $EURCHF are at extreme momentum levels ranked #1 and #2 for both ST and LT momentum respectively.

Daily price ranges for $AUDUSD, $AUDJPY, $CADCHF, $CADJPY, and $NZDJPY are likely to increase, while $EURCAD is likely to see an increase in both daily and 3-day price ranges. Additionally, $USDCAD is likely to see a 3-day range increase.

$AUDCHF is showing an ABS squeeze "type 3" with narrow daily and 3-day pivot ranges, increasing the likelihood of a breakout.

Daily and 3-day pivots indicate an increase in volatility for $AUDJPY, and $CHFJPY. 3-day pivots are indicating an increase in volatility for $AUDCAD and $NZDUSD. Additionally, $AUDNZD and $GBPCAD are likely to experience a swing or trend developing.

Included with this post is a table of daily USD ranges for each currency pair/cross (assuming a position size of 1 lot) from the ATI Dashboard. The ranges are color ranked for each day from highest (green) to lowest (red).

Make it a great day!
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Old Apr 17, 2018, 7:50am   #26
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AndersenBands started this thread $GBPCHF final allocation short at 1.3777

Stop at 1.3847 with initial target at 1.3620-1.3640
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Old Apr 17, 2018, 10:54am   #27
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Trading ideas and analysis are very helpful for traders by this we can get the idea about market and stocks performance and can invest in a fruitful way.
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Old Apr 17, 2018, 2:57pm   #28
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Trading ideas and analysis are very helpful for traders by this we can get the idea about market and stocks performance and can invest in a fruitful way.
Thank you for the feedback. As one who appreciates a variety of original ideas, I'll keep it flowing here using a less common but very effective approach to the markets.
Cheers!
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Old Apr 17, 2018, 6:07pm   #29
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General Motors $GM about to breakout

AndersenBands started this thread General Motors $GM is showing an Andersen Bands Squeeze ("Type 3") for an imminent breakout on a short-term basis.
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Old Apr 17, 2018, 10:16pm   #30
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General Motors $GM is showing an Andersen Bands Squeeze ("Type 3") for an imminent breakout on a short-term basis.
your charts look awful mate, i cant look
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