Quantitative investment and trading ideas, research, and analysis. Friday, February 02, 2018. FX Order Flow as a Predictor. Order flow is signed trade size, and it has long been known to be predictive of future price changes. And I have made use of that to test a simple trading strategy using order flow on EURUSD. Finally, one more sanity ch.

Quantitative analysis, research and trading strategies in the financial markets in all time frames.

Learn to use two timeframes using EasyLanguage! Improving The Simple Gap Strategy Part 5. A Flexible Trailing Stop Function. Improving The Simple Gap Strategy Part 4. In the last article of this series, Improving The Simple Gap Strategy Part 3, I tested a price-based filter on the in-sample data.

MARKET TIMING and QUANTITATIVE ANALYSIS. A quantitative approach to profit in worldwide equity and futures markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker. The key is to have the odds on your side and bet accordingly, knowing what, when, where, why and how much to bet on each trade or wager.

Sunday, August 16, 2015. Downloading Stock Market News for Specific Symbols. How do you grab the latest news on your favorite ticker symbol? It all starts with the following URL. There is, however, a limit on the number returned. What the returned data means.

Day Trade the opening GAP with the German DAX. Please feel free to explore the site and leave a comment or ask a question via email. All questions are welcome! System Win 09. Below is what was sent to subscribers before the open. Gap Type and Size trade a Gap Up today and Short.

Exploiting futures term structure patterns to better understand market volatility with VIX. TVIX VelocityShares Daily 2x VIX Short-Term ETN. UVXY Ultra VIX Short Term futures ETF. XIV VelocityShares Daily Inverse VIX Short-Term ETN. Have a look at how THE SUMMIT.