Daily Quantitative Trading Ideas And Analysis

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Daily 10 Momentum Stocks - 18 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $OXY $COP $UNP $NKE

Bottom 5 short-term momentum stocks of the S&P 100: $SO $DUK $CL $PM $CELG

Top 5 long-term momentum stocks of the S&P 100: $MON $COP $OXY $AAPL $MA

Bottom 5 long-term-term momentum stocks of the S&P 100: $MDLZ $BMY $PEP $CL $PM

 

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S&P 500 Sector ETF Momentum Rankings - 18 May 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLB $XLY $XLI $XLK $XLV $XLF $XLP $XLRE $XLU

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLF $XLRE $XLI $XLV $XLU $XLP

 

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Daily Forex Quantitative Trading Ideas And Analysis - 21 May 2018

Highlights going into Monday, 21May-

Short-term momentum for $EURNZD has turned negative.

There are no changes in long-term momentum.

There are no changes structure for today

Weekly analysis is showing an increase in volatility is likely relatively soon for $USDCHF and $NZDUSD.

Daily analysis is suggesting an increase in volatility is anticipated soon for for $AUDUSD and $EURGBP.

The image with this post is a 30-day correlation matrix for the 28 primary pairs and crosses we follow. Relatively strong correlation is highlighted in green, significant inverse correlation is highlighted in red and lack of correlation is highlighted in yellow.

Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 21 May 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDJPY $USDCHF $AUDJPY $CHFJPY $CADJPY

Bottom 5 short-term momentum: $NZDUSD $EURAUD $EURCHF $GBPUSD $EURUSD

Top 5 long-term momentum: $USDCHF $CADCHF $USDJPY $GBPCHF $EURCHF

Bottom 5 long-term momentum: $GBPUSD $EURUSD $NZDUSD $CHFJPY $AUDCAD

 

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Daily 10 Momentum Stocks - 21 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $OXY $UNP $UNH $SLB

Bottom 5 short-term momentum stocks of the S&P 100: $SO $MMM $PM $DUK $CELG

Top 5 long-term momentum stocks of the S&P 100: $MON $COP $OXY $MA $AAPL

Bottom 5 long-term-term momentum stocks of the S&P 100: $KHC $BMY $PEP $CL $PM

 

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S&P 500 Sector ETF Momentum Rankings - 21 May 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLB $XLI $XLV $XLY $XLK $XLF $XLP $XLRE $XLU

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLI $XLF $XLRE $XLV $XLU $XLP

 

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Daily Forex Quantitative Trading Ideas And Analysis - 22 May 2018

Highlights going into Tuesday, 22 May-

Daily analysis suggests an increase in volatility is anticipated soon for $USDCHF.


Short-term momentum changes:

Positive - $AUDUSD, $NZDJPY

Negative - $USDCAD, $EURAUD


Long-term momentum changes:

Positive - none

Negative - $EURAUD


The structure has turned negative for $GBPNZD


The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.



Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 22 May 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $USDJPY $AUDJPY $CADJPY $AUDNZD $CHFJPY

Bottom 5 short-term momentum: $GBPCAD $GBPAUD $EURUSD $EURAUD $GBPUSD

Top 5 long-term momentum: $USDCHF $USDJPY $CADCHF $AUDNZD $EURCHF

Bottom 5 long-term momentum: $CHFJPY $NZDUSD $EURUSD $AUDCAD $GBPUSD

 

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Daily 10 Momentum Stocks - 22 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $OXY $EMR $UNP $NKE

Bottom 5 short-term momentum stocks of the S&P 100: $CL $KHC $CELG $PM $DUK

Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $COP $MA $AAPL

Bottom 5 long-term-term momentum stocks of the S&P 100: $CELG $PEP $BMY $CL $PM

 

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S&P 500 Sector ETF Momentum Rankings - 22 May 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLI $XLB $XLY $XLV $XLK $XLF $XRE $XLP $XLU

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLI $XLF $XLRE $XLV $XLU $XLP

 

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Daily Forex Quantitative Trading Ideas And Analysis - 23 May 2018

Highlights going into Wednesday, 23 May-

Daily analysis suggests an increase in volatility is anticipated soon for $AUDUSD, $AUDNZD, $GBPAUD, $EURGBP.



Short-term momentum changes: none

Long-term momentum changes:

Positive - none

Negative - $GBPAUD


The structure has turned positive for $EURGBP


The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 23 May 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $AUDJPY $CADJPY $CHFJPY $USDJPY

Bottom 5 short-term momentum: $EURCHF $GBPCAD $GBPAUD $GBPUSD $EURAUD

Top 5 long-term momentum: $USDCHF $USDJPY $CADCHF $AUDNZD $CADJPY

Bottom 5 long-term momentum: $NZDCAD $NZDUSD $AUDCAD $EURUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 23 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $EMR $OXY $MET $BK

Bottom 5 short-term momentum stocks of the S&P 100: $CL $JNJ $WMT $CELG $PM

Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $COP $MA $V

Bottom 5 long-term-term momentum stocks of the S&P 100: $CELG $MO $BMY $CL $PM

 

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S&P 500 Sector ETF Momentum Rankings - 23 May 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLI $XLE $XLF $XLB $XLV $XLY $XLK $XLRE $XLP $XLU

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLF $XLI $XLV $XLRE $XLU $XLP

 

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Daily Forex Quantitative Trading Ideas And Analysis - 24 May 2018

Highlights going into Thursday, 24 May-

Volatility has increased substantially. All 8 of the major currencies exceeded 100% of the normalized typical range (see image).

Short-term momentum changes:

Positive - $USDCAD

Negative - $USDCAD

Long-term momentum changes:

Positive - none

Negative - $NZDCHF



The structure has turned negative for $AUDCHF $AUDJPY $USDJPY



The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range. Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest of at least 20 days. Underlined values are lower than prior day.


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 24 May 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $USDCHF $USDJPY $USDCAD $AUDJPY

Bottom 5 short-term momentum: $GBPCAD $EURAUD $EURUSD $GBPAUD $GBPUSD

Top 5 long-term momentum: $USDCHF $USDJPY $CADCHF $AUDNZD $AUDCHF

Bottom 5 long-term momentum: $CHFJPY $AUDCAD $NZDUSD $EURUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 24 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $FB $SPG $QCOM $OXY

Bottom 5 short-term momentum stocks of the S&P 100: $GS $JNJ $CELG $PM $WMT

Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $MA $COP $V

Bottom 5 long-term-term momentum stocks of the S&P 100: $MMM $MO $BMY $CL $PM

 

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S&P 500 Sector ETF Momentum Rankings - 24 May 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLE $XLRE $XLY $XLV $XLK $XLB $XLI $XLF $XLU $XLP

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLB $XLI $XLF $XLV $XLRE $XLU $XLP

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 25 May 2018

Highlights going into Friday, 25 May-

Volatility has generally remained elevated and is not likely to persist.

However, price ranges have compressed significantly for $EURUSd and $NZDUSD and are anticipated to increase relatively soon.



Short-term momentum changes:

Positive - $AUDCAD

Negative - $CADCHF, $CADJPY, $CHFJPY, $USDJPY

Long-term momentum changes:

Positive - none

Negative - none



The structure has turned negative for $CADJPY, $CHFJPY, $EURJPY $NZDJPY



The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks (See JPY).

Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 25 May 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $AUDCAD $USDCAD $AUDUSD $AUDCHF

Bottom 5 short-term momentum: $EURCHF $EURUSD $GBPUSD $GBPAUD $EURAUD

Top 5 long-term momentum: $USDCHF $AUDNZD $USDJPY $CADCHF $AUDCHF

Bottom 5 long-term momentum: $NZDJPY $CHFJPY $NZDUSD $EURUSD $GBPUSD