Relative Strength Analysis

foreigner

Est. 12480 Hours and Counting
For developing a better understanding of relative strength and how it can affect our trading decisions.
 

foreigner

Est. 12480 Hours and Counting
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. ;)
 

TopFroxx

Well-Known Member
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. ;)
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.
 

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