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- JoelPariziFX replied Aug 15, 2015
It really depends on the strategy in my opinion. Value at Risk is what I would use for a large basket of 10 trades. Search for articles on 'beta hedge ratios'. There are a range of models that will help you calculate.
- JoelPariziFX replied Jul 2, 2015
Shaun Overton - Onestepremoved.com Marc Fric - Strategy Quant If it isn't complex, you should try coding it yourself
- JoelPariziFX replied Jul 2, 2015
Yeah its the central banks computers which are operated by hamsters on wheels. this is the reason why you see such unbelievable vol after econ news release
- JoelPariziFX replied Jun 26, 2015
High impact economic releases generate volatility that turns the Martingale into a monster. Martingales aren't meant for jumps in a Levy process
- JoelPariziFX replied Jun 26, 2015
Martingale-hedge strategy could potentially hold if you are flat betting but in terms of safety it is conceptually flawed and your survival depends heavily on chance alone. I say this with conviction because I have already coded and back-tested this ...
- JoelPariziFX replied Jun 26, 2015
i recommend using a risk management model. if you understand how they are useful, you will never go back to exposing an arbitrary % url
- JoelPariziFX replied Jun 26, 2015
I can't count the skulls of traders who scalped FX with dubious technical indicators
- JoelPariziFX replied Jun 26, 2015
What are your position sizes for the hedge?
- JoelPariziFX replied Jun 26, 2015
Chris B is correct. Your hedges are uneven, your not holding a dollar neutral hedge with this strategy and are over exposed. Anybody trading these strategies will inevitably run into trouble without adjusting efficient lot size for each position
- JoelPariziFX replied Jun 26, 2015
There are two separate ideas behind supply and demand FX trading. One which is rooted in International Financial Economics ie Balance of Payments supply and demand, and the other in price action patterns on candle stick charts. Which method do you ...
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