e-Forex Magazine | Forex Automation
Forex AutomationPage 3
ForexAutomaton.com was launched in April 2008. Our primary goal is to create a public information service providing financial markets forecasts, based on our proprietary forecasting tools: an automated forex trading system -- a Forex Automaton™. Our secondary goal is to quantify and monitor the very existence of sustainable opportunities for arbitrage profit-making. Or simply put, to monitor the degree to which these markets are more predictable than a "fair game" -- to a trader without access to insider information.
- Temporal (in)stability of trading system optimization curvesFriday, May 21, 2010
- Temporal distribution of CHF/JPY low and high during a dayMonday, May 31, 2010
- May performance review for Danica-9am algorithmic systemTuesday, June 01, 2010
- April performance review for Danica-9am algorithmic systemTuesday, May 04, 2010
- Forex position sizing and Kelly CriterionWednesday, April 28, 2010
- Temporal distribution of AUD/JPY low and high during a dayThursday, April 22, 2010
- Kelly capital allocations seem to favor "animal spirits"Monday, April 19, 2010
- Distribution of USD/CHF daily high and low during a dayThursday, April 15, 2010
- Kelly capital allocation improves system profitability while reducing riskWednesday, April 14, 2010
- Distribution of USD/CAD daily high and low during a dayFriday, April 09, 2010
- Distribution of GBP/USD daily high and low during a dayWednesday, March 31, 2010
- The Second Annual Summary of Forex Automaton Research Progress, April 2010Friday, April 02, 2010
- March performance review for Danica-9am algorithmic systemMonday, April 05, 2010
- Danica v0.5 forecast does not "age" intra-day, is more relevant to periods of high volatility.Monday, March 22, 2010
- Distribution of EUR/GBP daily high and low during a dayThursday, March 25, 2010
- Distribution of USD/JPY daily high and low during a dayWednesday, March 17, 2010
- Distribution of AUD/USD daily high and low during the dayFriday, March 12, 2010
- Distribution of EUR/USD daily high and low during the dayTuesday, March 09, 2010
- February performance review for Danica-9am algorithmic systemWednesday, March 03, 2010
- CAD and oil hour-scale correlation: it's safer to rely on CADWednesday, October 14, 2009
- Pairs trading and correlationsThursday, October 29, 2009
- Forex Automaton as a Shannon's communication channel. Introducing Kelly Criterion.Tuesday, November 10, 2009
- Intermarket analysis seems to make no dramatic difference to forex prediction quality on day scaleFriday, December 04, 2009
- Predicting next low and high looks much easier than next close.Thursday, December 10, 2009
- Danica the daily forex forecaster is rolled outThursday, December 31, 2009
- Explaining Danica v0.5 optimization choicesThursday, January 14, 2010
- From forex forecast to forex signal. Level 0 forecast discrimination.Wednesday, January 20, 2010
- From forex forecasts to forex signals. Effect of the forecast move magnitude.Friday, January 29, 2010
- January performance review for Danica-9am algorithmic systemWednesday, February 03, 2010
- Further analysis of the day-range strategy. Selecting the forecasts to trade.Tuesday, February 09, 2010
- Day-range strategy is improved by removing profit target. Profit distribution may lose second moment.Friday, February 12, 2010
- Intermarket analysis vs markets-in-isolation on day scale.Thursday, February 18, 2010
- Progress towards algorithmic implementation of Kelly CriterionFriday, February 26, 2010
- Intermarket analysis vs markets-in-isolation on day scale.Thursday, February 18, 2010
- Day-range strategy is improved by removing profit target. Profit distribution may lose second moment.Friday, February 12, 2010
- Further analysis of the day-range strategy. Selecting the forecasts to trade.Tuesday, February 09, 2010
- January performance review for Danica-9am algorithmic systemWednesday, February 03, 2010
- From forex forecasts to forex signals. Effect of the forecast move magnitude.Friday, January 29, 2010
- From forex forecast to forex signal. Level 0 forecast discrimination.Wednesday, January 20, 2010
- Explaining Danica v0.5 optimization choicesThursday, January 14, 2010
- Danica the daily forex forecaster is rolled outThursday, December 31, 2009
- Explaining the output of Danica trading systemThursday, December 24, 2009
- Prediction quality for high, low is improved by tying the four components of a day candle together.Friday, December 18, 2009
- Predicting next low and high looks much easier than next close.Thursday, December 10, 2009
- Intermarket analysis seems to make no dramatic difference to forex prediction quality on day scaleFriday, December 04, 2009
- Intermarket analysis seems to make no dramatic difference to forex prediciton quality on day scaleFriday, December 04, 2009
- Forecasting optimization: an overlooked parameter fix improves quality while "efficient market" Monte Carlo supports the results.Friday, November 27, 2009
- Mikhail Kopytine gives an interview to Forex Hunter BlogWednesday, November 18, 2009
- Forex Automaton as Shannon's communication channel. Introducing Kelly Criterion.Tuesday, November 10, 2009
- Pairs trading and correlationsThursday, October 29, 2009
