LondiniumFX Quant Models, September 28, 2016

by Alejandro Zambrano

Posted on September 28, 2016 at 18:32 PM

This a sample. Access the report for free during two weeks. Try it out now.

The estimates below are derived using variables, which exhibit high correlations to the respective currency. These quant estimates can be useful in combination with technical analysis. The estimates are based on data which is not easy accessible to most private investors.

The black line of each chart shows the estimated currency price, while the red line is the actual price of the respective currency. The black line provides the underlying trend of each currency, while the upper end of the grey area tells us if the currency is overbought in relation to the underlying trend (black line). The lower end of the grey area shows if the currency is oversold in relation to the black line.

We use six months of daily data in most of our models and re-estimate the relationships on Sunday night and Wednesday evening (London time).

Please note that correlations could break down and the estimates below only offer a rough estimate of where currencies may be heading. The underlying variables may also change, which may disrupt the estimates. Not all models are stable from a strict econometric point of view.

*Risk Warning: Forex, Spread bets, and CFDs are leveraged products and can result in losses that exceed deposits. Past performance is not indicative of future results. Please ensure you fully understand the risks and take care to manage your exposure. Please read our complete risk disclaimer



Suggested price:  14.04


Suggested price: 0.9760


Suggested price: 1.3060


Suggested price: 18.96

This a sample. Access the report for free during two weeks. Try it out now.


Suggested price: 1.1119.


Suggested price: 1.3010


Suggested price: 102.44


Suggested price: 0.7614


Suggested price:  0.7337.


Suggested price: 1.3056.

About the Author

Alejandro Zambrano

Alejandro Zambrano combines extensive professional experience and a common-sense attitude to offer LondiniumFX members a strategy that focuses on making fewer, smarter trades and building members’ understanding of the markets and the rationale behind investing. He is also the Global Chief Market Analyst with InvestingCube.com and ATFX UK. Before founding LondiniumFX in 2016, Mr. Zambrano was Head Analyst at FXCM’s London desk.