Daily Quantitative Trading Ideas And Analysis

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Daily 10 Momentum Stocks - 4 June 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $FB $AMZN $GM $AAPL

Bottom 5 short-term momentum stocks of the S&P 100: $CL $HAL $ABBV $GE $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 4 June 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 5 June 2018

Highlights going into Tuesday, 5 June-

Previously, we noted the negative shift in JPY and coinciding structure changes for multiple pairs, which consequently experienced excellent follow-through.

Short-term momentum changes:

Positive - $AUDCHF, $CADJPY, $EURJPY, $NZDCHF

Negative - none



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $GBPJPY, $USDJPY

Negative - none

Price ranges have compressed significantly for $CADCHF, $CADJPY, $EURCHF, $EURCAD, and $USDCAD and are anticipated to increase relatively soon.


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 - 5 June 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: $AUDUSD $AUDJPY $NZDJPY $AUDCAD $AUDCHF

Bottom 5 short-term momentum: $GBPUSD $EURNZD $GBPNZD $GBPAUD $EURAUD

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

Bottom 5 long-term momentum: $EURCAD $EURJPY $EURAUD $EURUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 5 June 2018

Top 5 short-term momentum stocks of the S&P 100: $GM $AMZN $MON $MA $FB

Bottom 5 short-term momentum stocks of the S&P 100: $ABBV $CL $GE $HAL $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 5 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 6 June 2018

Highlights going into Wednesday, 6 June-

Recent highlights have noted anticipated range breakouts. Consequently, nearly all of these have exceed their typical ranges by 100% or more as volatility cycles from low to high. See the image with this post for a visual representation.

Of note - EUR, JPY and CHF are all anticipated to breakout relatively soon.

Additionally, there are no structure changes for today. However, many changes occurred together as noted in prior updates and are continuing in the same direction.

Short-term momentum changes:

Positive - $GBPJPY, $EURCHF

Negative - none



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - none

Negative - none


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 - 6 June 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: $NZDJPY $CHFJPY $NZDCAD $AUDJPY $AUDCAD

Bottom 5 short-term momentum: $GBPNZD $CADCHF $GBPAUD $EURAUD $EURNZD

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

Bottom 5 long-term momentum: $EURCAD $EURJPY $EURAUD $EURUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 6 June 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $GM $AMZN $TXN $PYPL

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

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 6 June 2018

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

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

Long-Term Momentum Rankings:

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

 

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Highlights going into Thursday, 7 June-

Short-term momentum changes:

Positive - $EURCHF $EURUSD $GBPCHF

Negative - none



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $GBPCHF

Negative - none

Price ranges have compressed significantly for $GBPUSD and $USDCHF and are anticipated to increase relatively soon.


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 - 7 June 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: $AUDJPY $NZDJPY $CHFJPY $USDJPY $AUDCAD

Bottom 5 short-term momentum: $CADCHF $GBPNZD $EURNZD $EURAUD $GBPAUD

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

Bottom 5 long-term momentum: $EURJPY $EURCAD $EURAUD $EURUSD $GBPUSD

 

[AndersenBands]

Daily 10 Momentum Stocks - 7 June 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $GM $PYPL $TXN $MA

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 6 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 8 June 2018

Highlights going into Friday, 8 June-

Short-term momentum changes:

Positive - $EURCAD $GBPCAD

Negative - $AUDCHF $NZDCHF



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - none

Negative - none

Daily price ranges have compressed significantly for $NZDCAD and $NZDUSD.

3-day price ranges have compressed significantly for $NZDJPY and $USDJPY

Compressed ranges are anticipated to expand relatively soon.


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 - 8 June 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: $CHFJPY $AUDCAD $NZDCAD $EURCAD $EURJPY

Bottom 5 short-term momentum: $EURCHF $GBPAUD $GBPCHF $USDCHF $CADCHF

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

Bottom 5 long-term momentum: $GBPJPY $EURJPY $EURAUD $EURUSD $GBPUSD

 

[AndersenBands]

Daily 10 Momentum Stocks - 8 June 2018

Top 5 short-term momentum stocks of the S&P 100: $AMZN $GM $AAPL $LOW $TXN

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 8 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 11 June 2018

Highlights going into Monday, 11 June-



Short-term momentum changes:

Positive - none

Negative - $AUDNZD $CADJPY



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $GBPAUD $EURAUD

Negative - $AUDJPY $AUDUSD $CADJPY $NZDJPY



Daily price range has compressed significantly for $EURUSD

3-day price range has compressed significantly for $GBPNZD and $NZDUSD

Compressed ranges are anticipated to expand relatively soon.



The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated. High correlations are highlighted in green. High inverse correlations are highlighted in red. Lack of correlation is highlighted in yellow.


Make it a great day !

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 11 June 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: $NZDCAD $NZDUSD $NZDJPY $USDCAD $CHFJPY

Bottom 5 short-term momentum: $AUDNZD $CADCHF $GBPUSD $GBPCHF $EURNZD

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

Bottom 5 long-term momentum: $EURAUD $GBPJPY $EURJPY $EURUSD $GBPUSD