LondiniumFX Quant Models, September 28, 2016

by Alejandro Zambrano

Posted on September 28, 2016 at 18:32 PM

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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.

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Overview

USDZAR

Suggested price:  14.04

AUDCAD

Suggested price: 0.9760

USDCAD

Suggested price: 1.3060

USDMXN

Suggested price: 18.96

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

EURUSD

Suggested price: 1.1119.

GBPUSD

Suggested price: 1.3010

USDJPY

Suggested price: 102.44

AUDUSD

Suggested price: 0.7614

NZDUSD

Suggested price:  0.7337.

USDCAD

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.