Quoting LuckyStrikeDislikedI have designed a statistical model to forecast forex markets on a daily basis. I used historical data from the 12 Forex markets I have access to. Using the same dates as Vantage Point, here's a side by side comparison of my system with Vantage Point's claimed test results:
<table x:str="" style="border-collapse: collapse; width: 201pt;" border="0" cellpadding="0" cellspacing="0" width="267"><col style="width: 98pt;" width="131"> <col style="width: 74pt;" width="98"> <col style="width: 29pt;" width="38"> <tbody><tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt; width: 98pt;" height="17" width="131">
</td> <td class="xl25" style="width: 74pt;" width="98">Vantage Point</td> <td class="xl26" style="width: 29pt;" width="38">Mine</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">GBP-USD</td> <td class="xl27" x:num="">77.2</td> <td class="xl28" x:num="74.175824175824175">74.2</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">EUR-USD</td> <td class="xl27" x:num="">72.2</td> <td class="xl28" x:num="77.472527472527474">77.5</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">USD-CHF</td> <td class="xl27" x:num="">75</td> <td class="xl28" x:num="78.571428571428569">78.6</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">AUD-JPY</td> <td class="xl27" x:num="">78</td> <td class="xl28" x:num="77.54010695187165">77.5</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">GBP-CHF</td> <td class="xl27" x:num="">75.8</td> <td class="xl28" x:num="77.54010695187165">77.5</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">GBP-JPY</td> <td class="xl27" x:num="">80.1</td> <td class="xl28" x:num="78.609625668449198">78.6</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">USD-NZD</td> <td class="xl27" x:num="">76.3</td> <td class="xl28" x:num="76.470588235294116">76.5</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">USD-JPY</td> <td class="xl27" x:num="">72.5</td> <td class="xl28" x:num="">75.0</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">AUD-USD</td> <td class="xl27" x:num="">73.7</td> <td class="xl28" x:num="73.4982332155477">73.5</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">EUR-GBP</td> <td class="xl27" x:num="">72.6</td> <td class="xl28" x:num="73.144876325088333">73.1</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">EUR-JPY</td> <td class="xl27" x:num="">77.2</td> <td class="xl28" x:num="74.911660777385151">74.9</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">USD-CAD</td> <td class="xl27" x:num="">72.3</td> <td class="xl28" x:num="72.438162544169614">72.4</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl24" style="height: 12.75pt;" height="17">
</td> <td class="xl27">
</td> <td class="xl28">
</td> </tr> <tr style="height: 12.75pt;" height="17"> <td class="xl29" style="height: 12.75pt;" height="17">12 Market Average:</td> <td class="xl28" x:num="75.24166666666666" x:fmla="=AVERAGE(B2:B13)">75.2</td> <td class="xl28" x:num="75.781095074121467">75.8</td> </tr> </tbody></table>
I'll post the code to my system if there's any interest (or maybe I should charge $$$?).
I was amazed at the correlation between my results and those of VP. I have a strong feeling I may have stumbled upon the primary formula VP uses in their forecasts.Ignored
Please post your code.
Thanks.