STA Monthly Meeting – September 2010
The BNP Paribas Currency Bias Indicator is generated from the bank’s system of trading models and provides a ranking of the relative strength of currencies based on their current trading performance. The performance of each currency is compared to every other currency within the BNP Paribas system of models to identify currencies which may be gaining or losing relative strength, or are at an overextended position (bullish or bearish extremes). The system provides a good indicator of when currencies are set to accelerate trends, or are vulnerable to a correction (or even a change in trend). It can be deployed across multiply time scales to provide intraday automated trading signals, right through to providing a systematic portfolio hedging tool.
Ian Stannard is the Senior Currency Strategist for BNP Paribas in London, with 25 years experience in financial markets. Ian combines Fundamental Economic Research with Technical/Quantitative and Flow Analysis to provide FX Strategies.
Next STA Meeting
STA Monthly Meeting – October 2023
The main reason for ineffective strategy construction which leads to non-reproducible results in real time and hence inconsistent performance is due to not knowing the 3 critical strategy stats. To overcome this challenge and construct sustainable, scalable and reproducible strategies in a quantitative manner, the Smart Money Framework was developed by the quants in the 1960s. With this framework we will have the 3 critical stats to help us construct optimal entries, stop loss and exits. When this is further combined with volume, our probability of capturing the bigger runners increases. All of the above will be explained further in detail by the presenter.
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