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; Yesterday JPY weakened considerably and the ranges that were anticipated to increase did so measurably. AUD also gained notable strength. ...

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Old Apr 11, 2018, 7:30am   #1
Joined Apr 2018
Daily Quantitative Trading Ideas And Analysis

Yesterday JPY weakened considerably and the ranges that were anticipated to increase did so measurably. AUD also gained notable strength. Here is a visual image of the current short-term momentum ranking of the majors:
Click the image to open in full size.

Some of today's observations and ideas include-

17 of the 28 pairs that we follow had daily ranges in excess of 100% of the typical range, there are few remaining to increase in volatility. However, $AUDNZD and $GBPUSD are two pairs that are likely to experience range expansions relatively soon.

$AUDCAD and $USDJPY 3-day ranges are poised to expand soon as well.

$AUDCHF, $AUDJPY, $AUDUSD, $CHFJPY had short-term momentum turn positive while $GBPCAD and $GBPNZD turned negative.

$CADCHF experienced a long-term momentum reversal up while $USDCAD turned negative.

$EURGBP shows tight daily and 3-day pivot ranges, suggesting a decent move is in the works.

$GBPCHF shows the highest momentum in both short-term and long-term momentum. Similarly, $EURCHF is ranked second for both short-term and long-term momentum.

$AUDUSD and $EURUSD have each confirmed a 3-day pivot reversal up while $USDCHF has confirmed a 3-day pivot reversal down.

Have a great day!
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Old Apr 11, 2018, 4:37pm   #2
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AndersenBands started this thread EUR/JPY is showing a "type 3" volatility squeeze inside the Andersen Bands, suggesting an imminent breakout.

[IMG]Click the image to open in full size.[/IMG]
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Old Apr 12, 2018, 2:36am   #3
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AndersenBands started this thread Some highlights from the daily ATI report going into Thursday's trading session-

$AUDCAD is showing a short-term downside momentum extreme and is likely to retrace higher.

$CHFJPY short-term momentum switched to the downside.

While CAD has been the strongest of the 8 majors, it is also showing a short-term extreme high momentum with a caution flag for longs. EUR also switched from short-term downside to upside momentum.

$EURCHF is showing a long-term upside momentum extreme and is likely to retrace lower.

Several currency pairs are due for directional range expansion, including: $AUDCHF, $AUDUSD, $EURJPY, $EURUSD, $EURGBP, $GBPUSD, $NZDUSD and $USDJPY.

We analyze volatility and range using several metrics. Due to the unusually large number of range contractions a screenshot of RRI (Relative Range Index) is included with this post so you can see the significant number of relatively low ranges (highlighted in orange).

Additionally, $AUDCHF had a 3-day pivot reversal to the upside.

Please feel free to ask questions or comment. I would love to hear from you!

Have a great day!
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rri_april_12.jpg  
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Old Apr 12, 2018, 1:54pm   #4
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AndersenBands started this thread Perhaps $AUDCAD is about to reverse
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Old Apr 12, 2018, 2:47pm   #5
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Is $GBPCHF about to roll over?

AndersenBands started this thread $GBPCHF has been number 1 on the ST momentum heat map, and now at 1.3680 may be about to roll over.
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Old Apr 12, 2018, 3:38pm   #6
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Is $GE about to move higher?

AndersenBands started this thread Perhaps $GE at 13 is preparing for a bounce higher.
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Old Apr 12, 2018, 3:50pm   #7
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$DIS volatility squeeze

AndersenBands started this thread $DIS short-term chart is showing an Andersen Band volatility squeeze.
This should resolve itself into a volatility spike.
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Old Apr 12, 2018, 4:00pm   #8
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AndersenBands started this thread $GBPCHF short at 1.3702 looking for a decent pullback.
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Old Apr 12, 2018, 4:06pm   #9
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Grand Canyon Education, in the top!

http://investors.gcu.edu/phoenix.zht...cle&ID=2341946
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Old Apr 13, 2018, 7:38am   #10
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Daily Forex Quantitative Trading Ideas And Analysis - 13 April 2018

AndersenBands started this thread Some highlights from the daily ATI report going into Friday the 13th -

$EURAUD reversed short-term momentum to the downside along with EUR as the only change among the majors. CHF is showing an extreme level of downside momentum.

$GBPCHF shows an extremely low long-term momentum level as does $EURCHF albeit at a lesser degree.

$AUDUSD and $EURJPY are both showing extremely low daily ranges which are likely to increase relatively soon.

$GBPAUD and $USDJPY are also poised to expand their 3-day ranges.

$USDCAD, $AUDUSD have extremely narrow daily pivot ranges today.

Similarly, $GBPCAD, and $NZDCAD have extremely narrow 3-day pivot ranges today.

Today's short-term momentum heat map with currency ranking including the majors is attached to this post.

Have a great Friday the 13th!
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Old Apr 13, 2018, 8:14am   #11
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Quote:
Originally Posted by AndersenBands View Post
$GBPCHF short at 1.3702 looking for a decent pullback.
Second $GBPCHF short allocation (of 3 max) entered at 1.3742
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Old Apr 13, 2018, 8:42am   #12
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Quote:
Originally Posted by AndersenBands View Post
EUR/JPY is showing a "type 3" volatility squeeze inside the Andersen Bands, suggesting an imminent breakout.

[IMG]Click the image to open in full size.[/IMG]
The $EURJPY "type 3" volatility squeeze pattern has resolved itself nicely.
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Old Apr 13, 2018, 3:20pm   #13
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$GE reversal breakout update

AndersenBands started this thread A quick update to show how $GE has been resolving the volatility reversal breakout to the upside (see attached chart)
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Old Apr 13, 2018, 3:45pm   #14
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$SPY, $ES_F 5-wave reversal pattern

AndersenBands started this thread $SPY, $ES_F SP 500 has created a 5-wave reversal pattern. When this happens price tends to gravitate back to the magenta line.
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Last edited by AndersenBands; Apr 13, 2018 at 4:02pm.
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Old Apr 13, 2018, 6:12pm   #15
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Allstate $ALL has a "type 3" Andersen Band Volatility Squeeze - Are you in good hands

AndersenBands started this thread Allstate $ALL has a "type 3" Andersen Bands Volatility Squeeze. This is where Bollinger Bands (std deviation), Raschke modified Keltner Channel (ave true range) and Andersen Bands (std error) converge leading to an imminent price breakout. Are you in good hands?
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