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Fundamental Analysis Quantified

  • #1
  • First Post: Edited Nov 18, 2013 9:50pm Nov 13, 2013 7:32pm | Edited Nov 18, 2013 9:50pm
Hi all,

I've attached my works on fundamental analysis.
Hope it is comprehensive and helps in bettering everyone's trading.

Suggestion welcome, appreciated.

Cheers.

* Due to timing lapse and sensitivity of market, latest, real-time limit price suggestion can be found at my auto-trader.
http://www.forexfactory.com/kokhaiang

There's 2 category of reports:
(1) Currency Report (AUD, NZD, CAD, CNY, USD, JPY, GBP, EUR)
Report contains overview, indicator charts of the performance of the individual economy.

(2) Summary of currencies
Contains quantitative scoring of the individual currencies; then the STRONGEST score is paired with the WEAKEST currency to generate trade suggestion (automated process).


Please kindly read the disclaimers and exercise caution while using the report.

Attached File(s)
File Type: pdf AUD 2013-11-14.pdf   1.3 MB | 1,179 downloads
Attached File(s)
File Type: pdf CAD 2013-11-14.pdf   1.3 MB | 577 downloads
Attached File(s)
File Type: pdf CNY 2013-11-14.pdf   1.1 MB | 509 downloads
Attached File(s)
File Type: pdf EUR 2013-11-14.pdf   1.1 MB | 923 downloads
Attached File(s)
File Type: pdf GBP 2013-11-14.pdf   1.0 MB | 638 downloads
Attached File(s)
File Type: pdf JPY 2013-11-14.pdf   1.4 MB | 539 downloads
Attached File(s)
File Type: pdf NZD 2013-11-14.pdf   1.0 MB | 601 downloads
Attached File(s)
File Type: pdf USD 2013-11-14.pdf   1.1 MB | 931 downloads
Attached File(s)
File Type: pdf Summary 2013-11-14.pdf   1.0 MB | 880 downloads


Subscription Page (powered by MailChimp): http://eepurl.com/IzGQ1


About the Reports.
Fundamental Analysis, though not the only direct determinant of Forex Spot Trading, is still significant and cannot be ignored undeniably. The author believes quantifying fundamentals strength of currency into 1 single index score helps in maintaining the overview of the currency, and therefore enhancing traders' overall trading system consisting of other tools, such as Technical Analysis, Price action or events driven risk movements...etc. The reports are updated and published on a daily basis, on 8 currencies namely: AUD, NZD, CAD, CNY, EUR, GBP & USD. From which, each individual Quantified Currency Strengths are consolidated into the Summary Report. Further on the basis of pairing Strongest Fundamentals of Currency against Weakest Fundamentals of Currency, auto‐suggested trades are then generated based on these allocated fundamental strengths of currency.
  • #2
  • Nov 13, 2013 7:46pm Nov 13, 2013 7:46pm
I just downloaded the JPY report...for history
"The secret of politics? Make a good treaty with Russia." Otto von Bismarck
  • #3
  • Nov 13, 2013 9:05pm Nov 13, 2013 9:05pm
Short EUR/USD at 1.6415
Short AUD/USD at 1.1425
Short EUR/NZD at 1.3500
Short AUD/NZD at 0.9457

Are you sure these are daily suggestions ? It will take years before get there ...
MT4/MT5 EAs/Indicators/Alerts coder
  • #4
  • Nov 13, 2013 9:14pm Nov 13, 2013 9:14pm
Hi,

These are suggestions derived from the fundamental strength, current momentum and relevant technical chart points from a daily review of quantified scoring.
It is not a direct trade signal that is estimated to hit within a daily time frame.

Far too often, market deviates from fundamentals due to various reasons, and times like these trades triggered will be well-positioned.
Though suggestion might not get hit, or rather by the time it is triggered, it is no longer valid and no longer follows the same strength/weakness it had during setting of trades.

Please exercise cautioun while using report.

Thanks.
  • #5
  • Nov 13, 2013 9:21pm Nov 13, 2013 9:21pm
Suggestions pairs and prices were obviously mixed up.
MT4/MT5 EAs/Indicators/Alerts coder
  • #6
  • Nov 13, 2013 9:31pm Nov 13, 2013 9:31pm
Quoting FerruFx
Suggestions pairs and prices were obviously mixed up.
Hi,

You are right about the mixed up for trade suggestion prices.

The trades suggestion are auto-generated while the price are manually inputted based on technical points.
Will watch out for that.

Thanks.
  • #7
  • Nov 13, 2013 10:19pm Nov 13, 2013 10:19pm
Revised Summary.
Attached File(s)
File Type: pdf Summary 2013-11-14.pdf   1.0 MB | 533 downloads
  • #8
  • Nov 13, 2013 10:21pm Nov 13, 2013 10:21pm
Quoting kokhaiang
{quote} Hi, You are right about the mixed up for trade suggestion prices ... Thanks.
You're welcome.
MT4/MT5 EAs/Indicators/Alerts coder
  • #9
  • Nov 13, 2013 11:33pm Nov 13, 2013 11:33pm
Nice work.


Thank you for sharing this.
  • #10
  • Nov 14, 2013 2:03am Nov 14, 2013 2:03am
First, I don't want to underestimated your work. Currency pairs fundamentals are the expectations for the interest rate differential. You can use the forward points as indicator for the fundamentals as there are reflected the interest rates and the demand for swaps and forwards. No need to know economics,etc.
  • #11
  • Nov 14, 2013 2:32am Nov 14, 2013 2:32am
Quoting srmfx
First, I don't want to underestimated your work. Currency pairs fundamentals are the expectations for the interest rate differential. You can use the forward points as indicator for the fundamentals as there are reflected the interest rates and the demand for swaps and forwards. No need to know economics,etc.
Agreed.

The above reports only formed only part 1 of FX trading.
There are risk sentiments (expectation of interest rate differentials, like you mentioned) and technical aspects of Forex not involved/extensively quantified/discussed in the above report.

Again, these are Fundamental Analysis and trade suggestions and not direct trade signals.

I hope the fundamental report does help in bettering anyone's trading.
  • #12
  • Nov 14, 2013 6:57am Nov 14, 2013 6:57am
Latest EUR Fundamental Strength, Momentum
Attached Image


Latest GBP Fundamental Strength, Momentum
Attached Image


All currencies Summary will be published tomorrow morning. (GMT+0800)
  • #13
  • Edited 6:51pm Nov 14, 2013 6:38pm | Edited 6:51pm
Hi all,

REPORTS FOR 15-11-2013

Attached File(s)
File Type: pdf AUD 2013-11-15.pdf   1.0 MB | 539 downloads
Attached File(s)
File Type: pdf CAD 2013-11-15.pdf   1.0 MB | 534 downloads
Attached File(s)
File Type: pdf CNY 2013-11-15.pdf   1.1 MB | 431 downloads
Attached File(s)
File Type: pdf EUR 2013-11-15.pdf   1.1 MB | 807 downloads
Attached File(s)
File Type: pdf GBP 2013-11-15.pdf   1.0 MB | 576 downloads
Attached File(s)
File Type: pdf JPY 2013-11-15.pdf   1.0 MB | 572 downloads
Attached File(s)
File Type: pdf NZD 2013-11-15.pdf   1.0 MB | 550 downloads
Attached File(s)
File Type: pdf USD 2013-11-15.pdf   1.1 MB | 573 downloads
Attached File(s)
File Type: pdf Summary 2013-11-15.pdf   659 KB | 884 downloads


Subscription Page (powered by MailChimp): http://eepurl.com/IzGQ1
  • #14
  • Nov 14, 2013 6:48pm Nov 14, 2013 6:48pm
Quoting kokhaiang
Hi all, REPORTS FOR 15-11-2013
You should re-read your suggestions ... Pair/price is wrong at least for AUDNZD.
MT4/MT5 EAs/Indicators/Alerts coder
  • #15
  • Nov 14, 2013 6:51pm Nov 14, 2013 6:51pm
Quoting FerruFx
{quote} You should re-read your suggestions ... Pair/price is wrong at least for AUDNZD.
Hi,

Amended.

Thanks.
  • #16
  • Nov 14, 2013 8:12pm Nov 14, 2013 8:12pm
I am quite impressed. A lot of information neatly presented. However, a couple thing: for the employment section, I think if you could add in the active labor participation rate. Money supply, as well.

Are you doing to be doing daily reports every day? Any weekly or yearly?
Play the players, not the cards.
  • #17
  • Nov 14, 2013 10:37pm Nov 14, 2013 10:37pm
Quoting GnarlyPips
I am quite impressed. A lot of information neatly presented. However, a couple thing: for the employment section, I think if you could add in the active labor participation rate. Money supply, as well. Are you doing to be doing daily reports every day? Any weekly or yearly?
Hi GnarlyPips,

Thanks, will look into adding it into the database. Thank you for your suggestion!
No weekly or yearly reports report structure yet.

Thanks.
  • #18
  • Nov 15, 2013 2:56am Nov 15, 2013 2:56am
For Later's EUR CPI y/y Data (15-11-2013)
(Market forecast: 0.70%).

Already generally weak, data to validate if continues to be weaker.

Attachment

Eur report link: http://www.forexfactory.com/attachme...9&d=1384475879
(or refer to above posts)
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 48 KB
  • #19
  • Nov 15, 2013 4:02am Nov 15, 2013 4:02am
Beautiful analysis, thanks for posting them. I have been constructing a far more basic version of fundamental analysis for myself for a while now. Doing so and noticing two things: 1. How the currency reacts to the estimates rather than the fundamentals 2.The estimates are cyclical in there over/under estimation. This has made me think of lots of questions.

Where do these estimates come from? How far in advance are they published? Is there any where that keeps track of changes to the estimates prior to the news release?

My train of thought is this:- Suppose a government wanted to weaken its currency, it can't do much about the actual figures but can it influence the estimates making them far to optimistic?

Sorry if these are obvious questions, I'm a rookie trader making the move out of seeing the market as a giant fruit machine and into some proper analysis and can't seem to find the answer via google etc.
If a man knows not what harbor he seeks, any wind is the right wind.
  • #20
  • Nov 15, 2013 6:37am Nov 15, 2013 6:37am
Quoting ant358
Beautiful analysis, thanks for posting them. I have been constructing a far more basic version of fundamental analysis for myself for a while now. Doing so and noticing two things: 1. How the currency reacts to the estimates rather than the fundamentals 2.The estimates are cyclical in there over/under estimation. This has made me think of lots of questions. Where do these estimates come from? How far in advance are they published? Is there any where that keeps track of changes to the estimates prior to the news release? My train of thought is this:-...
Hi Ant,

I'm a supporter of fundamental analysis, technical analysis as well as price action watcher. I don't really think about the government's conspiracy theories or big banks theories since I have no sources to them, I try to keep my foot on the ground as much as I can. Which means if the country is bearish ( and how bearish is it to the counter pair), I will attempt to short them at levels identified with TA.

Cheers!
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