Daily Quantitative Trading Ideas And Analysis

[AndersenBands]

Daily 10 Momentum Stocks - 11 June 2018

Top 5 short-term momentum stocks of the S&P 100: $GM $LOW $UNH $HD $F

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 11 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 12 June 2018

Highlights going into Tuesday, 12 June-

Volatility has largely swung from extreme highs to extreme lows (see image with this post for a visual representation.

Of note - AUD, USD, $AUDUSD, $EURUSD, $GBPNZD, and $NZDUSD, are anticipated to breakout relatively soon.

Short-term momentum changes:

Positive - $AUDCHF

Negative - none

Long-term momentum changes:

Positive - none

Negative - none

Additionally, there are no structure changes for today.


The image with this post highlights the daily range as a percentage of the normalized typical range for the 28 pairs and 8 major currencies we follow. 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 - 12 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: $USDJPY $CHFJPY $NZDCAD $AUDJPY $NZDJPY

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

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

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

 

[AndersenBands]

Daily 10 Momentum Stocks - 12 June 2018

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

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 12 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Highlights going into Wednesday, 13 June-

Volatility has largely swung from extreme highs to extreme lows (see image with this post for a visual representation)

Of note - $AUDJPY $EURJPY $GBPJPY and $USDCAD have experienced compressed ranges and are poised to breakout relatively soon.

Short-term momentum changes:

Positive - none

Negative - $EURUSD

Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $NZDJPY

Negative - none


The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies we follow. 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 - 13 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: $USDJPY $CHFJPY $NZDJPY $USDCAD $AUDJPY

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

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

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

 

[AndersenBands]

Daily 10 Momentum Stocks - 13 June 2018

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

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 13 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 14 June 2018

Highlights going into Thursday, 14 June-

Volatility generally remains compressed and is increasingly more likely to expand relatively soon.

Specifically, price ranges have compressed significantly for $CADJPY $EURCAD $CADCHF $EURCHF $GBPCAD

Short-term momentum changes:

Positive - $CADJPY

Negative - $AUDUSD

Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $CADJPY

Negative - none



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 - 14 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 $USDJPY $EURJPY $NZDJPY $AUDJPY

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

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

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

 

[AndersenBands]

Daily 10 Momentum Stocks - 14 June 2018

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

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

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 14 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Highlights going into Friday, 15 June-

As anticipated and mentioned in yesterday's update, volatility has broken out after being significantly compressed (see image for a visual representation.)



Short-term momentum changes:

Positive - $NZDCHF $USDCHF

Negative - $AUDCAD $AUDCHF $AUDJPY $EURCAD $EURGBP $EURJPY, $NZDUSD

Long-term momentum changes:

Positive - none

Negative - $AUDNZD $EURGBP



The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies we follow. 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 - 15 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: $USDJPY $USDCAD $USDCHF $NZDCAD $NZDCHF

Bottom 5 short-term momentum: $EURUSD $AUDUSD $EURNZD $GBPUSD $AUDNZD

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

Bottom 5 long-term momentum: $GBPJPY $EURNZD $NZDUSD $EURUSD $GBPUSD

 

[AndersenBands]

Daily 10 Momentum Stocks - 15 June 2018

Top 5 short-term momentum stocks of the S&P 100: $AMZN $FOXA $NFLX $PEP $FB

Bottom 5 short-term momentum stocks of the S&P 100: $C $LMT $RTN $GE $GD

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

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

 

[AndersenBands]

S&P 500 Sector ETF Momentum Rankings - 15 June 2018

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

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

Long-Term Momentum Rankings:

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

 

[AndersenBands]

Daily Forex Quantitative Trading Ideas And Analysis - 19 June 2018

Highlights going into Tuesday, 19 June-



Short-term momentum changes:

Positive - $EURAUD $EURCAD

Negative - $NZDCHF $NZDJPY



Long-term momentum changes:

Positive - none

Negative - $AUDCHF $AUDNZD $CADCHF



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

Compressed ranges are anticipated to expand relatively soon.


The image with this post ranks long-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 ranking.


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 19 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: $USDCAD $NZDCAD $USDCHF $GBPAUD $GBPCAD

Bottom 5 short-term momentum: $AUDCHF $AUDNZD $AUDJPY $GBPUSD $AUDUSD

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

Bottom 5 long-term momentum: $GBPJPY $AUDUSD $NZDUSD $EURUSD $GBPUSD