アルゴリズムと機械の外国為替戦略 | OneStepRemoved

  • Articles
  • Sophisticated Web Sites
  • Automated Trading
  • お客様の声
  • お問い合わせ

AUD/USD short-term outlook based on recent economic reports

8 月 29, 2016 によって ショーンオバートン Leave a Comment

Before commodity markets started cooling off last year, the multi-decade commodity boom drove the Australian Dollar to all-time highs against the US Dollar severally. This caught the attention of the traders who were in many cases attracted by the interest rate differentials in the AUD/USD pairing. The duo benefit of this was that traders could take a long position on the AUD/USD and earn rollover from it; while at the same time gaining from the aggressive bull-run experienced then between the pairs.

The Australian Dollar (Aussie) has however in the recent past been subjected to negative economic outlook back at home due to the bear markets in the commodities markets especially the metals. 、 slow-down in the Chinese economy as they restructure their economic model to boost their local consumption also had negative impacts on Australia’s commodity exports; resulting to more pressure on the Aussie. This is a reversal of the past when the currency had been identified as one of the favored vehicles for traders.

AUDUSD current chart

The AUD/USD currency pair has been trading within the range of 0.7600 と 0.770 in the past weeks. The currency pair has appreciated by about 5.34% for the year-to-date. Recent developments in Australia and United States of America economic environments however have been shaping the AUD/USD price actions and affecting sentiments from the traders. Among the top economic news from Australia that will shape how the price of the pair will be fluctuating into the future include the decision by the Reserve Bank of Australia to cut the interest rates to 1.5% on August 2nd 2016. 反対に, the US released better than expected payroll’s data for the month of July 2016 and that has had a positive impact on the dollar. Both these two major announcements will be shaping the trend of the pair in the markets in different ways and ultimately they will affect your trading decision on the pair.

In a bid to boost consumer confidence and stimulate a consumption driven economic growth, 、 Reserve Bank of Australia cut its interest rate to 1.5% in August 2nd 2016 after another cut in May 2016 宛先 1.75%. The goal of the bank is to increase money supply in the economy and boost the purchasing power of consumers in order to trigger an increase in production and hence ultimately end up with higher GDP growth. It is however feared that the move will result in inflation rising hence rendering the monetary policy intervention counter-productive. With the rising inflation the Australian Dollar would eventually find itself hurt through depreciation against other major world currencies including the US Dollar. To dispel the inflation fears, 氏. Alan Oster the chief economist at the Reserve Bank of Australia said that “the outlook for inflation remains very subdued with underlying inflation expected to remain below the bottom of the 2 宛先 3 per cent target band until mid-2018.”

Economy

On the US economy, the labor department released the July jobs report on August 5th which was a record higher than the projections from economic analysts. The report showed that the US created 255,000 new jobs in the month of July 2016 against a forecast of about 180,000 jobs by most analysts. This data caught the market as a surprise and triggered an upward rally at the equities markets across the US. Having the payrolls expanding is therefore a proof of the confidence that both the US public and private sectors have in their economy and this re-affirms the position of the United States of America as the strongest economy in the world. The dollar is now rallying on such positive news and hence gaining more ground against other major global currencies as explained by AOMarkets in their analysis, “A resurgent USD is dominating financial news headlines and US indices are enjoying the spillover effects.”

Taken together, the AUD/USD currency pair seem to be leaning favorably on one side based on the just released economic data from both the US and Australia. The USD is riding on positive jobs data and the implied strengthening of the US economy. On the other hand the AUD is faced with potential depreciation if increased borrowing due to the rate cut results in an increase in spending that might trigger inflationary pressures. In the short-run we can therefore expect the USD to rally against the AUD before the election fever peaks in the US.

以下の下でファイルさ: 現在の市場で起きていること? タグが付いて: AUDUSD, China, 商品, 金利

11月のパフォーマンスの評価

12 月 1, 2015 によって ショーンオバートン 4 コメント

QBプロ復帰 -6.59% 11月. ボード上の商品の動向をホッピングの私の目標は、相手に遅れました. 10月の開始 1, QB ProはAUDのミックスを取引しました, CADとNZD. これらの通貨は今日まで10月から結合範囲が残っているので、それポートフォリオ構成は、損失が生じました.

AUD equity curve November

AUD十字架のパフォーマンス

CAD equity curve

CAD十字のパフォーマンス

NZD equity curve

NZD十字架のパフォーマンス

QB Proは、H1チャート上の平均回帰戦略ですが、, その性能は、長期的な動向に大規模な依存します. 毎月の最初の私の最大の課題は私のポートフォリオ配分は、現在の環境に最適なことを確認することです.

CADは、現在の傾向がピークに達しどこの上端付近にまだあります. 私は、CADの傾向が出て突破されている理由根本的なまたは技術的な理由を見ません. [はい], 私はいくつかのマイナーな上下ヶ月を通して座るする必要があるかもしれません; 価格は約統合可能性があります 1.30 宛先 1.33. また, それが再び上向きにズーム開始する可能性があります. たびトレンドが再開, 私は完全にCADが同じ方向にその傾向が続くと予想します.

USDCAD

CADは主要にまだあります, 長期的な上昇傾向. このチャートは、USDCAD毎日

今の市場で最強の傾向は、CHFの弱点であります. スイスフランを嫌うための基本的な理由がたくさんあり​​ます. の金利 -0.75% それらの間のチーフであります. しかし… それはまた、古いニュースです. CHF基本前面には何も変わっていません. 私は合理てるような気が, 私はちょうど分析をスキップして、チャートが言うに行くつもりです. USDCHFは上昇傾向であり、, 数日前のように, EURCHFペグの崩壊前に、以前の高突破.

スイスフランは再び破壊されます

スイスフランは再び破壊されます

CHFポートフォリオのQB Proシステムの最近のbacktestsは優秀に見えます. 以下のバックテストは、最新の1件のみをカバー 3 ヶ月.

CHF equity curve

9月以降、スイスフランのためのQBプロエクイティカーブ 1, 2015.

我々は良いポジションのポートフォリオワイズにいるような気が. これは経験的観察ではありません. それは感情の多くはで. 私の可能性が高い欠点が制限されているようにそれは感じています, 私は失うならば、その, それは小さなことでしょう. そして、私は勝利をすれば, それは多くの私の以前の連勝のように見えるだろうと.

あなたはQB Proシステム上に登録した場合 SeerHub, あなたのポートフォリオが自動的に更新されます.

以下の下でファイルさ: QB プロ, 現在の市場で起きていること? タグが付いて: 豪ドル, CAD, スイス フラン, 商品, NZD, トレンド

主要ポートフォリオ更新

11 月 1, 2015 によって ショーンオバートン 6 コメント

我々 は、黒の月に終了、 0.74% 戻り値. 私は誰も、パフォーマンスのようなもので上下にジャンプを実現します。, but I’m honestly very excited to see the change.

At the beginning of October, I made a substantial change to the portfolio. Previously I attempted to pick pairs that were doing well. This approach was something of a mixed bag. While some periods of performance were quite nice, such as June of this year, the month of August was pretty harsh on the portfolio. I also didn’t like that the pair selection process was still very subjective.

The QB Pro strategy, like any strategy, makes its most important trading decisions when it selects its portfolio. The strategy is not one that can make money in any given environment. 代わりに, it requires careful selection of instruments in order to give itself the best possible opportunity to earn a profit.

QB Pro equity curve October 2015

The equity curve for the month of October 2015.

Based on about 100 hours of research with Jingwei back in September, I’ve been able to reduce the amount of discretion when selecting portfolio instruments. たとえば, the mega-monster performance from August 2014-March 2015 was driven exclusively by the strength of the US dollar.

As anyone who buys gasoline for their car knows, the trend shifted this year out of currencies and into commodities. 具体的には, commodities have taken a real beating. China’s economy is sputtering, the US like it’s unable to raise interest rates and most industries suffer from serious gluts. Oil production in the US is widely rumored to possess a severe over-capacity, as evidenced by all the junk-debt ratings on US drillers. Gold mining stocks around the world have been the red-headed stepchild of financial markets, trading at PE ratios as low as 1.0.

That weakness spread to commodity currencies, even major currencies like AUD, CADとNZD. As I ran backtests using a portfolios of those currencies and their crosses, I noticed that the equity curve more less marched straight up through the summer. もっと重要なこと, that basket of pairs benefited from the Chinese devaluation, whereas my custom basket took a step drawdown.

I’m expecting more problems of out both China and the US through the rest of the year. Although China managed to settle down after the summer, the problems plaguing it are anything but fixed. Recent bankruptcies and bailout of state owned firms point to more cockroaches. と, you know the rule about cockroaches. Where there’s one, there’s 10 詳細. I expect more Chinese devaluation to follow.

QB Pro lifetime Oct. 2015

Lifetime equity curve of QB Pro’s high-risk version.

The commodity currency exposure is an indirect, systematic play on this expectation. The portfolio has done well in the current environment and, given that I don’t expect any improvement at all in China, should continue to do well.

The other variable is the Fed. I had the rather unfortunate luck of launching the portfolio just in time for a Fed governor to cast doubt on any US interest rate hikes this year. The change got off on the wrong foot. But QB Pro didn’t just stem the losses. It bounced off the equity low and marched upward in nearly a straight line for the rest of the month.

The Fed meeting in October forced the governors to pretend as though a 2015 rate hike is on the table. There’s always the chance that the Fed might hike rates just to prove a point. They’ve been talking about this for 9 ここ数ヶ月. The futures market at one point put the odds somewhere near 67% for a 2015 rate hike. Prior to the meeting, those expectations fell under 25%, then jumped back to around 50%.

Even if the Fed did raise rates, I see an impossibly low probability of a sustained program of rate hikes. The data looks like a car sputtering on fumes. There’s deflation everywhere expect for the financial markets and beef, どこ “investors” have been encouraged to park their money in junk debt in exchange for a pitiful 4-5% yield. The economy is sick. The idea of consumers breaking out their wallets and spending like the drunken sailors of 2007 is laughable.

My expectation for the next 6-24 months is that the Fed slowly retreats from talk of hiking rates and into another round of QE. That will mark the final admission that the Keynesian policies aren’t working and where the markets lose all confidence in central banks.

A confidence collapse would slam currency markets, but it should exercise the most severe impact on the commodity currencies that my traders and I focus on with QB Pro. The deflation would press prices even further to the downside, which provides ideal conditions for this type of strategy.

Open slots for new traders

I’m hosting a webinar on November 12 to teach you as much as I can about algorithmic trading. The webinar is going to cover in detail the QB Pro strategy, especially the SBスコア. I’m also planning to discuss the Fed and Chinese situation in more detail, as these are the two most important factors for us to consider when applying strategies. Make sure to sign up to the newsletter to be notified when I start accepting registrations. This is also open to traders in the United States, which is a big change from previous options!

If you’re interested in trading the QB Pro strategy in your own account, attending the webinar will be mandatory. And as a thank you for spending 45 minutes of your day learning from me, you’ll be given a strong financial incentive to trade QB Pro. More details to come soon, so make sure that you subscribe to the newsletter now before you forget.

以下の下でファイルさ: QB プロ タグが付いて: アルゴリズム取引, 豪ドル, CAD, China, 商品, Federal Reserve, ゴールド, NZD, oil, QE

メールで無料の取引戦略

トレンド分析

申し訳ありませんが. No data so far.

アーカイブ

  • ルール
  • 外国為替市場のしくみ?
  • インジケーター
  • メタト レーダーのヒント
  • MQL (オタクのため)
  • NinjaTrader ヒント
  • Pilum
  • QB プロ
  • お金を失うことを停止します。
  • あなたの概念を歴史的にテストします。
  • 戦略の取引のアイデア
  • 未分類
  • What's happening in the current markets?

翻訳


無料の取引戦略

プライバシー ポリシーRisk Disclosure

著作権 © 2023 OneStepRemoved.com, (株). すべての権利予約.