Daily Quantitative Trading Ideas And Analysis

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Daily Forex Quantitative Trading Ideas And Analysis - 23 April 2018

Highlights going into Monday, 23 April-

Range expansion is anticipated soon for:

$EURAUD $EURCHF $AUDNZD $CHFJPY $USDJPY

Structure changes for the following:

Bullish - $USDCAD $EURAUD

Bearish - $AUDJPY $AUDUSD $EURUSD $NZDCHF $GBPCAD $GBPCHF $GBPJPY

Confirmation utilizing tactical trading tools are suggested for these actionable trades.

The image with this post is the short-term momentum heat map for the 8 major currencies ranked highest (1) to lowest (8).

 

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$USDJPY Breakout according to plan

$USDJPY had a nice breakout today which was inline with the daily strategy-

 

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Daily Forex Quantitative Trading Ideas And Analysis - 24 April 2018

Highlights going into Tuesday, 24 April-

Range expansion is anticipated soon for $AUDJPY $NZDJPY $EURGBP of which all experienced on Monday a narrow range of at least 7 days, an inside day, and a doji pattern. Additionally, $CADJPY is also likely to experience range expansion.

Potential structure changes for the following:

Bullish - $EURCAD

Bearish - $AUDCHF $CADCHF

Confirmation utilizing tactical trading tools is suggested for these actionable trades.

Compare this to yesterday's image of the heat map ahead of the market and consider how the top ranked major USD then performed relative to the others via corresponding pairs on Monday.

Additionally, CHF noticeably transitioned away from the worst performer after having been there for quite some time. This was also highlighted as a strong possibility in an earlier post.

Make it a great day!

 

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Daily 10 momentum stocks - 24 April 2018

Top 5 short-term momentum stocks of the S&P 100: $OXY $LMT $MON $MRK $RTN

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

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $BMY $PG $BIIB $CMCSA $KHC

 

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Daily Forex Quantitative Trading Ideas And Analysis - 25 April 2018

Highlights going into Wednesday, 25 April-

Range expansion is anticipated soon for $EURGBP $GBPAUD $GBPCAD $GBPUSD $USDCAD $USDCHF

Some of the potential structure changes include the following:

Bullish - $GBPAUD $GBPCHF $GBPCAD

Confirmation utilizing tactical tools is suggested for these actionable trades.

The short-term momentum heatmap continues to define the price action.

Attached to this post is the current heat map ranking of the 8 major currencies from highest momentum (1) to lowest (8).

Trades are structured by following the rankings moving up or down along with buying strength and selling weakness.

Make it a great day!

 

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Daily 10 momentum stocks - 25 April 2018

Top 5 short-term momentum stocks of the S&P 100: $OXY $MON $PFE $GE $MRK

Bottom 5 short-term momentum stocks of the S&P 100: $PG $PEP $QCOM $BMY $KHC

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $BMY $PG $BIIB $CMCSA $KHC

 

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Daily 10 momentum stocks - 26 April 2018

Top 5 short-term momentum stocks of the S&P 100: $OXY $VZ $MON $XOM $DUK

Bottom 5 short-term momentum stocks of the S&P 100: $CL $MMM $PEP $PM $LOW

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $PG $CMCSA $QCOM $BMY $KHC

 

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Daily Forex Quantitative Trading Ideas And Analysis - 27 April 2018

Highlights going into Friday, 27 April-

Similar to the past several days, the short-term momentum heatmap has continued to define the price action.

As such, the short-term momentum remains intact for the leader (USD) and the laggard (NZD). However, both of these have moved significantly and are at extreme levels. The risk has elevated for new positions and would suggest tightening profit stops.

Long-term momentum also remains intact with little change over the past several days.

The top three short-term momentum primary pairs/crosses are:

1. $USDCHF 2. $USDJPY 3. $CADCHF

The bottom three are:

26. $EURUSD 27. $AUDUSD 28. $NZDUSD



Price range volatility cycling from high to low can be clearly seen with the image attached to this post. The image shows a normalized measurement of price range volatility expressed as a percentage of the typical range for the 8 major currencies. Values less than or greater than one standard deviation are highlighted in orange and blue respectively.

Make it a great day!

 

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Daily 10 momentum stocks - 27 April 2018

Top 5 short-term momentum stocks of the S&P 100: $XOM $FB $HD $UPS $DUK

Bottom 5 short-term momentum stocks of the S&P 100: $CMCSA $PM $MO $MMM $COF

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $PG $CMCSA $QCOM $BMY $KHC

 

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Highlights going into Friday, 27 April-

Similar to the past several days, the short-term momentum heatmap has continued to define the price action.

As such, the short-term momentum remains intact for the leader (USD) and the laggard (NZD). However, both of these have moved significantly and are at extreme levels. The risk has elevated for new positions and would suggest tightening profit stops.

Long-term momentum also remains intact with little change over the past several days.

The top three short-term momentum primary pairs/crosses are:

1. $USDCHF 2. $USDJPY 3. $CADCHF

The bottom three are:

26. $EURUSD 27. $AUDUSD 28. $NZDUSD



Price range volatility cycling from high to low can be clearly seen with the image attached to this post. The image shows a normalized measurement of price range volatility expressed as a percentage of the typical range for the 8 major currencies. Values less than or greater than one standard deviation are highlighted in orange and blue respectively.

Make it a great day!

Quick update- Did you spot the breakout currency? (hint: look at the image in this update

 

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Weekly Forex Quantitative Trading Ideas And Analysis - 30 April 2018

Weekly highlights going into Monday, 30 April-

Weekly price range compression for $AUDJPY $CADCHF $CADJPY $NZDJPY reached significant levels and are likely to rebound.

This can be seen with the image included with this post. The image shows normalized adjusted price ranges as a percentage relative to typical ranges -

-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 20 weeks.

Breakout confirmation utilizing tactical trading tools is suggested for these actionable trades.

Have a great week!

 

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Daily Forex Quantitative Trading Ideas And Analysis - 01 May 2018

Highlights going into Tuesday, 1 May-

Short-term momentum leaders and laggards have changed little since late last week (see the heatmap of the majors included with this post.)
Long-term momentum has switched to the downside for $GBPUSD.

Structure changes have potentially changed for the following:
Bullish- $EURGBP
Bearish- $GBPCAD $GBPCHF $GBPJPY

Range expansions and breakouts are at elevated levels for:
$EURCHF $NZDJPY $NZDUSD $$AUDJPY $CADJPY

The top three short-term momentum primary pairs/crosses are:
1. $CADCHF 2. $USDCHF 3. $USDJPY
The bottom three are:
26. $AUDUSD 27. $NZDUSD 28. $AUDCAD

The image with this post is the short-term momentum heatmap for the 8 major currencies ranked highest (1) to lowest (8).

Make it a great day!

 

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Daily 10 momentum stocks - 01 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $UPS $OXY $CVS $HD

Bottom 5 short-term momentum stocks of the S&P 100: $PEP $MMM $GD $PG $PM

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $CMCSA $PG $BMY $QCOM $KHC

 

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Daily Forex Quantitative Trading Ideas And Analysis - 02 May 2018

Highlights going into Wednesday, 2 May-

Yesterday's structure bias changes of Bullish- $EURGBP and Bearish- $GBPCAD $GBPCHF $GBPJPY

along with the long-term bearish momentum shift for $GBPUSD was spot on!

Range expansions and breakout are increasingly likely for:

$EURAUD $EURNZD $NZDCHF $CHFJPY

Short-term momentum has continued to follow-through with some pairs/crosses now at extreme levels.

The image with this post is the short-term momentum heatmap for the 28 primary pairs and crosses.

It is ranked and sorted from highest (1) to lowest (28). Please feel free to ask if you have any questions.

Make it a great day!

 

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Daily 10 momentum stocks - 02 May 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $PEP $COF $PM $PG $T

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

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 03 May 2018

Highlights going into Thursday, 3 May-

The currency market has generally followed through with momentum and structure. As such, there are no new bias changes. However, short-term momentum does reflect some pairs/crosses at extreme levels.

Range expansions and breakout are increasingly likely for:

$CADCHF $GBPCHF $EURCHF $USDJPY $NZDJPY


The image with this post is a short-term/ long-term momentum rank for the top 5 and bottom 5 of the 28 primary pairs we follow. We utilize a statistically-based method of calculating momentum that is robust enough to adapt to fast or slow moving markets, while being normalized so the outputs can be directly comparable and sorted from one pair/cross to another.

The current rank (Thursday) is flanked by yesterday's "Prior Rank" (Wednesday) to illustrate shift in strength or weakness. A value of "1" reflects the strongest (bullish) and a ranking of "28" reflects the weakest (bearish) momentum.

Make it a great day!

 

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Daily 10 momentum stocks - 03 May 2018

Top 5 short-term momentum stocks of the S&P 100: $MON $FB $EXC $OXY $AMZN Bottom 5 short-term momentum stocks of the S&P 100: $MDLZ $PG $GD $CL $PM

Top 5 long-term momentum stocks of the S&P 100: $OXY $MON $COP $FOXA $BKNG Bottom 5 long-term-term momentum stocks of the S&P 100: $MDLZ $QCOM $PM $PG $KHC

 

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SP 500 Sector ETF Momentum Rankings - 03 May 2018

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

1. $XLE 2. $XLU 3. $XLRE 4. $XLK 5. $XLY 6. $XLV 7. $XLB 8. $XLF 9. $XLI 10. $XLP

Long-Term Momentum Rankings:

1. $XLE 2. $XLY 3. $XLU 4. $XLK 5. $XLRE 6. $XLV 7. $XLF 8. $XLB 9. $XLI 10. $XLP

 

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Daily Forex Quantitative Trading Ideas And Analysis - 04 May 2018

Highlights going into Friday, 4 May-

Several of the pairs that we have been anticipating big price ranges for have done so. $EURJPY and $CHFJPY experienced daily price ranges exceeding 2 standard deviations of their typical ranges at 169% and 166% respectively. While not as extreme, $GBPJPY and $USDJPY also experienced ranges significantly beyond what is typical. Additionally, JPY exceeded 2 standard deviations at 145%. However, $GBPCHF coiled tightly and is likely to expand soon.

$EURNZD switching to bearish is the sole possible structure change.

The image with this post is a short-term/ long-term momentum rank for the top 5 and bottom 5 of the 28 primary pairs we follow. We utilize a statistically-based method of calculating momentum that is robust enough to adapt to fast or slow moving markets, while being normalized so the outputs can be directly comparable and sorted from one pair/cross to another.

The current rank (Thursday) is flanked by yesterday's "Prior Rank" (Wednesday) to illustrate shift in strength or weakness. A value of "1" reflects the strongest (bullish) and a ranking of "28" reflects the weakest (bearish) momentum. Values highlighted in blue indicate a top 5 ranking while values in orange highlight a bottom 5 ranking yesterday.

Make it a great day!

 

[AndersenBands]

Daily 10 momentum stocks - 04 May 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $GILD $PG $MDLZ $CL $PM

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

Bottom 5 long-term-term momentum stocks of the S&P 100: $QCOM $MDLZ $PM $KHC $PG