Forex AutomationPage 2
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.
- October 2011 performance review for DanicaFriday, November 04, 2011
- September 2011 performance review for DanicaSaturday, October 08, 2011
- August 2011 performance review for DanicaSaturday, September 03, 2011
- July 2011 performance review for Danica-9am algorithmThursday, August 18, 2011
- June 2011 performance review for Danica-9am algorithmSaturday, July 02, 2011
- May 2011 performance review for Danica-9am algorithmSaturday, June 04, 2011
- Demi performance review, June 2011Sunday, June 05, 2011
- Heidi is back!Monday, May 23, 2011
- April 2011 performance review for Danica-9am algorithmMonday, May 02, 2011
- ForexAutomaton 2011. The Third Annual Summary of Research Progress.Monday, April 04, 2011
- March 2011 performance review for Danica-9am algorithmFriday, April 01, 2011
- Nikkei 225 real-time chartSaturday, May 03, 2008
- Great Hanshin earthquake of 1995 in Japan, history lessons for forex marketsThursday, March 17, 2011
- Incorporating seasonality into Heidi. A concept of a better forecasting component for an intraday trading system.Monday, March 07, 2011
- Japanese yen (JPY) intraday seasonality overview, 2003-2010Thursday, February 17, 2011
- Intraday alternation of trending and mean-reversion in FXWednesday, February 23, 2011
- February 2011 performance review for Danica-9am algorithmTuesday, March 01, 2011
- CHF/JPY intraday seasonality overview, 2003-2010Tuesday, February 15, 2011
- EUR/JPY intraday seasonality overview, 2003-2010Monday, February 07, 2011
- GBP/JPY intraday seasonality overview, 2003-2010Thursday, February 10, 2011
- January 2011 performance review for Danica-9am algorithmTuesday, February 01, 2011
- Intraday seasonality as a source of alphaFriday, January 28, 2011
- USD/CHF intraday seasonality overview, 2003-2010Thursday, January 20, 2011
- EUR/CHF intraday seasonality overview, 2003-2010Monday, January 24, 2011
- Even in the random walk, locations of daily high and low are non-uniformly distributed in timeFriday, January 14, 2011
- AUD/USD intraday seasonality overview, 2003-2010Monday, January 10, 2011
- USD/CAD intraday seasonality overview, 2003-2010Thursday, December 30, 2010
- December 2010 performance review for Danica-9am algorithmMonday, January 03, 2011
- USD/JPY intraday seasonality overview, 2003-2010Monday, December 27, 2010
- GBP/USD intraday seasonality overview, 2003-2010Tuesday, December 28, 2010
- AUD/JPY intraday seasonality overview, 2003-2010Tuesday, December 14, 2010
- EUR/USD intraday seasonality overview, 2003-2010Tuesday, December 07, 2010
- November 2010 performance review for Danica-9am algorithmWednesday, December 01, 2010
- October 2010 performance review for Danica-9am algorithmThursday, November 11, 2010
- JPY LIBOR 2007-2010: shorter maturities mean-revert, longer ones form trendsFriday, October 29, 2010
- USD LIBOR predictability 2007-2010: shorter maturities show the wayFriday, October 22, 2010
- Fourth order cumulant study with more FX rates and time windowsWednesday, October 13, 2010
- September performance review for Danica-9am algorithmMonday, October 04, 2010
- Swiss Franc (CHF) LIBOR: technical predictability overviewMonday, November 10, 2008
- Temporal distribution of GBP/JPY low and high during a dayWednesday, August 04, 2010
- Explaining the output of Heidi trading systemMonday, August 09, 2010
- Introducing Heidi, the hour-scale predictive modelWednesday, August 11, 2010
- August performance review for Danica-9am algorithmic systemWednesday, September 08, 2010
- Markov property of the extremes in the binned random walk time seriesWednesday, September 08, 2010
- Fourth order cumulant in EUR/USD falsifies random walk hypothesisWednesday, September 15, 2010
- Temporal patterns and history of EUR/JPY spread, 2003-2009Wednesday, June 23, 2010
- Revisiting the Day Range Strategy. Part 1.Wednesday, June 16, 2010
- USD/JPY spread patterns and history, 2003-2009Monday, June 14, 2010
- EUR/USD spread patterns and history, 2003-2009Tuesday, June 08, 2010
- Kelly position sizing with a fixed stop-loss; dangers of tight stop-lossThursday, May 13, 2010