Hi All,
The ramp into close Friday across a number of currency pairs may have seemed telling however the normal relationships between many instruments have diverged a little making us cautious and our hands numb from sitting on them.
One such forex pair is the Forex AUDUSD which has been a buoyant enough sort, we’re sure you will agree.
There are however a couple of things that need to be considered in the AUDUSD on longer timeframes that …
Read MoreAutomation of our Quantitative models
This week will see the automation of our quantitative models on real-time price charts starting with our published Forex pair EURGBP as the public test bed.
Phase II – Targets are to complete dynamic real-time Quantitative calculations and visualisation with our Model-1 which structure price action with support and resistance levels, Oscillation bands (The artist formerly known as small gates) which wrap each level giving an early warning signal of …
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In the last CAPM post we talked about the concept of the Model, today we graph our findings.
The Capital Asset price model is a linear function, similar to the CML. So, the CAPM equation is graphed in a similar way as the CML function. The graph that we use for CAPM is what we call the Security Market Line (SML).
Capital Asset Pricing Model
