i'm currently letting matlab do some calculations based on cointegration. i did not have much success finding any significant relationship for the longer timeframes during the development of my strategy (longest considered timeframe is 3 months). but looking at the charts i might have set the timeframe too short. was looking for cointegration based on a one year timeframe and got no good results. let's see if 3 years change something.foreigner said:Hyperloop! Ive no idea, however thats somewhat rudimentary.
There is a pattern that has repeated itself several times since 1973. Find the currency correlation and you have next years most probable big move, probably.