Was curious about volatility patterns within a year for EU, then expanded my research further. In short, over the years volatility in EU (and the market as a whole) has gone down substantially as you can see in the table below. Volatility is ...

Hi @ryuryu, here you have an export of the data, then you can do whatever you want with it for your personal use.

Great, I do too. The APR here is actually the ATR. But I use a longer period usually (like here, a month for the Hourly) because that gives much more reliable numbers. Most sites I know use an APR with usually only about the last 8 periods or so. So ...

With all due respect, I think this hedging story is a risk accumulating strategy: - your exposure is big in relation to only a few pips of gains (according to your own video) - you throw money towards an essentially bad going trade It will give good ...

Stop-outs on GBP...it doesn't surprise me. I write many programs to analyze price data - it helps my trading a lot. One of them analyzes pairs on 3 risk factors, of which one is direction changes. GBPCAD and GBPNZD are top of the risk pyramid almost ...

There are several ways how back-testing can give deceiving results compared to reality. But it is hard to be concrete if you don't give some indication of how your bots trade: are they scalping, arbitraging, catching long term moves..? Slippage, non ...

a. First of all, great performance (in both accounts)! Over how much time is this? b. The first thing I noticed after, is the low success %% of your trades. I have no idea how you trade, but maybe halving your number of trades for only the ones you ...

I might be interested. Until how far back in time can you deliver reports? - monthly - weekly - daily What if I want some changes in the lay out?

"just because correlation deviates doesn't mean opportunity is lost" - totally agree with that ecotrader!

Cool, I posted something similar recently url But note the big disconnect in 2018 / 2019. With other commodities it might be (even) more reliable, because e.g iron ore is a more steady commodity. Oil is dangerous/big opportunity for trading anyway ...

Ah now I get it. Yes that is a very different beast.

Yes we all have biases about what we think is "the truth", so I prefer the hard numbers. And then you sometimes see what you think to know is actually not correct.

I checked the common wisdom that CAD follows the oil price. That seems to be true often (and then with near 100% correlation), but from half 2016 to early 2020 that wasn't the case. I don't follow oil that long yet. Is there any oil-side explanation ...

I didn't fully understand how the CFTC calculates the Total Long and Total Short, because it does not match with the total of the individual long- and short positions. So I send them a message. Same day reply with explanation. Great service - kudos! ...

I don' have enough experience with the COT reports eg. commodities, but regarding forex: 1. note that often parties have different positions (mainly talking about Asset Managers and Leveraged Money), so who's direction do you take? 2. the common ...

I admire your enthusiasm, but you say you want to make money from it. Maybe you should do a little market research before you start. I don't know about an AUD index but many others exist already (available for free): DXY EXY JXY CXY and probably ...

What moves how fast you can see here (from my own trading database). Period is taken over the last 5 months to stay out of the early covid months. Timeframe Daily. EURJPY is obviously more steady (33% difference - green is low risk). Max Avg Factor ...

I think the inverse relationship is quite logical. Look at the long USD decline on your chart as an example. I know of few countries (if any) whose economies flourish over a longer time period while their currency continues to depreciate. The ...

@Bicarus: "clients of banks does not mean non professionals." - I agree. But a Treasurer of a large corporation is a professional, but (as you say) might have totally different interests. So what predicting value does that "hodgepodge of interests" ...