Archive | August, 2012

Jackson Hole – WTI

WTI has also fully converged this morning. Leaving a slight negative divergence. UPDATE: WTI’s performance post summit.   UPDATE: WTI post Europe close.

Continue reading

Jackson Hole – S&P

S&P reconverged entirely today, shifting negative. UPDATE: Post summit, quite a ride in S&P.   UPDATE: S&P post Europe close.

Continue reading

DAX Today

DAX had an interesting morning today. Complete reconvergence.

Continue reading

Jackson Hole – EURUSD Cross

EURUSD is┬áre-converging ahead of the summit, leading almost flat this morning. UPDATE: Crossover complete, divergence now negative. UPDATE: EURUSD divergence deepens. UPDATE: Post-summit moves.   UPDATE: Post Europe close.  

Continue reading

Jackson Hole – USDX

The USDX divergence is trending higher ahead of the summit. UPDATE: USDX divergence holds its upward position. UPDATE: USDX divergence remains positive. UPDATE: USDX post summit. UPDATE: Post Europe close.

Continue reading

Jackson Hole – Gold

Gold is showing flat to slightly negative this morning ahead of the summit. UPDATE: Gold divergence oscillating within a narrow band so far today. UPDATE: Gold divergence slowly edging positive. UPDATE: Quite a ride post Jackson Hole.   UPDATE: Post Europe close and divergence has settled negative.

Continue reading

Jackson Hole – Silver

Silver is divergence is pointing downward this morning ahead of the summit. UPDATE: Silver divergence holds its low. UPDATE: Silver remains negative. UPDATE: Silver post summit.   UPDATE: Post Europe close. Divergence remains negative while Silver continues higher.

Continue reading

Gold and Silver models.

We have returned our Gold and Silver models to their previous configuration. We will continue to examine improved modelling methods, but we have found the original configurations to be superior to the new configurations. As a result, model precision has also returned to the previous configuration.

Continue reading

New Models

We have deployed the following new models: Wheat (com_wheat) Russell 2000 Index (indx_russell2k) NZDJPY Cross (fx_nzdjpy) GBPJPY Cross (fx_gbpjpy) GBPAUD Cross (fx_gbpaud) EURAUD Cross (fx_euraud) AUDNZD Cross (fx_audnzd)

Continue reading

New VXX Model Performance

Although it is a new model. We were surprised to see it perform so well today. We had quite a slump in the morning session, with a clear signal for the afternoon’s jump.

Continue reading