Daily Quantitative Trading Ideas And Analysis

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Daily 10 Momentum Stocks - 25 May 2018

Top 5 short-term momentum stocks of the S&P 100: $FB $LOW $MON $QCOM $V

Bottom 5 short-term momentum stocks of the S&P 100: $PM $JNJ $CL $TGT $WMT

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 25 May 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 29 May 2018

Highlights going into Tuesday, 29 May-


Volatility and directional movement are likely to increase for $AUDUSD and $EURGBP


Short-term momentum changes:

Positive - $NZDCAD

Negative - none

Long-term momentum changes:

Positive - none

Negative - none


Price structure has turned negative for $CADCHF and positive for $EURCAD, $NZDCAD, and $USDCAD


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 - 29 May 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: $AUDNZD $AUDCAD $USDCAD $NZDCAD $AUDUSD

Bottom 5 short-term momentum: $EURCHF $EURAUD $GBPUSD $GBPAUD $GBPUSD

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

Bottom 5 long-term momentum: $NZDJPY $CHFJPY $NZDUSD $EURUSD $GBPUSD

 

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Daily 10 Momentum Stocks - 29 May 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $TGT $MO $JNJ $WMT $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 29 May 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 30 May 2018

Highlights going into Wednesday, 30 May-

Volatility continues to surge in the FX markets.

Last week we mentioned JPY was notably gaining strength the short-term momentum rank shifted (See image).



Short-term momentum changes:

Positive - none

Negative - $AUDCHF, $AUDUSD

Long-term momentum changes:

Positive - none

Negative - $EURCHF, $GBPCHF



Price structure has turned negative for $AUDNZD, $AUDUSD, and $EURGBP.


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 (see JPY).


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 30 May 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 $AUDNZD $AUDCAD $NZDCAD $USDCHF

Bottom 5 short-term momentum: $GBPJPY $EURCHF $EURAUD $EURUSD $GBPUSD

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

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

 

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Daily 10 Momentum Stocks - 30 May 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $IBM $WMT $JNJ $MO $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 30 May 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 31 May 2018

Highlights going into Thursday, 31 May-

Volatility continues to impress after months of continued decline in the FX markets.

Last week we mentioned JPY was notably gaining strength the short-term momentum rank shifted. Today we note that USD has shifted significantly from strength to weakness (See image).


Short-term momentum changes:

Positive - $EURGBP

Negative - $USDCHF

Long-term momentum changes:

Positive - none

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 (see USD).


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 31 May 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 $EURGBP $AUDNZD $AUDCAD $AUDUSD

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

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

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

 

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Daily 10 Momentum Stocks - 31 May 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $C $JNJ $GS $IBM $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 31 May 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 1 June 2018

Highlights going into Friday, 1 June-


Short-term momentum changes:

Positive - $AUDUSD, $NZDUSD

Negative - none

Long-term momentum changes:

Positive - none

Negative - $EURNZD, $GBPNZD

Structure changes:

Positive - $AUDUSD, $EURUSD, $GBPUSD, $NZDCHF, $NZDUSD

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 - 1 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: $EURGBP $NZDUSD $AUDUSD $NZDCAD $USDCAD

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

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

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

 

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Daily 10 Momentum Stocks - 1 June 2018

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

Bottom 5 short-term momentum stocks of the S&P 100: $GS $MS $GE $CHTR $PM

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

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

 

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S&P 500 Sector ETF Momentum Rankings - 1 June 2018

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

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

Long-Term Momentum Rankings:

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

 

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Daily Forex Quantitative Trading Ideas And Analysis - 4 June 2018

Highlights going into Monday, 4 June-

Short-term momentum changes:

Positive - $CHFJPY, $GBPCAD, $NZDJPY, $USDJPY,

Negative - JPY



Long-term momentum changes:

Positive - none

Negative - none



Structure changes:

Positive - $AUDJPY, $CHFJPY, $EURCHF, $EURJPY, $NZDCHF, $NZDJPY

Negative - none

The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated e.g. $USDJPY as seen in the image.


Make it a great day!

 

[AndersenBands]

Daily Forex Top & Bottom Momentum List - 4 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 $AUDCAD $NZDJPY $CHFJPY $NZDCAD

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

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

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