Hi All,
I am currently exploring using ARMA + GARCH to predict next days position.
Right now I'm running some models on the last two weeks. It will take some time to complete so I thought I would ask the forex factory community if anyone has explored these yet?
Looks to have provided some good results on the SPY in a post I have read on http://www.quintuitive.com/2012/08/2...s-for-trading/ and was wondering if anyone was able to get the same result with currency pairs?
I'll try and post my results when they are done computing.
I am currently exploring using ARMA + GARCH to predict next days position.
Right now I'm running some models on the last two weeks. It will take some time to complete so I thought I would ask the forex factory community if anyone has explored these yet?
Looks to have provided some good results on the SPY in a post I have read on http://www.quintuitive.com/2012/08/2...s-for-trading/ and was wondering if anyone was able to get the same result with currency pairs?
I'll try and post my results when they are done computing.