Recent content by $oro$

VBA backtesting Hi, I do most of my backtesting work in MATLAB and would be interested to see how VBA performs for similar functions. I'll be moving to a new job that wouldn't grant me the request to a matlab license - would be great if I could have a look at your file. Would be more than...

Yes, I am always 'invested' on the discretionary end. It really depends on the opportunities.. That said if you're trading systematically, doing so on different currency pair is one form of diversification

The fundamentals are way too uncertain on this one.. way too dependent on big ben

alisentric i'm no expert but here's what I do. I trade two portfolios, one systematically and one by discretion. By discretion, I mean its traded based on my global macro views thus I use many different pairs, from G10 to EM currencies. Anyhow, many of the pairs were correlated. For instance...

what's the basis behind your prediction again?

what is the whole point of this thread, sniper if you're not going to offer any snippets of wisdom to us who are ever so thirsty for knowledge

hogwash

good insight!