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Note: All performance numbers are for volatilityadjusted investment strategies and are before transactions costs. Forex algo strategies based on market sentiment can involve using the COT report or a system that detects extreme net short or long positions.
Starting out as a retail trader, infatuated with chart patterns, Dave fell into fell into quantitative trading after getting a job at. Making sure that you are trading the right currency is a great way to optimize the performance of your quantitative Forex strategy.
While all my models are fully automated, I still like to look at markets and particularly