The First Annual Summary of Forex Automaton Research Progress, April 2009.

Source: www.forexautomaton.com

Forex Automaton was launched in April 2008 with the ambitious mission of leveraging the specific algorithmic know-how to create a trading signal service geared toward retail forex traders. From the very beginning a two-prong strategy was adopted: first, development of the trading system product whose usefulness relies on secrecy of the relevant know-how. Second, white-paper research focusing on statistical properties of the market time series, especially those aspects which are potentially interesting from the point of view of algorithmic trading, however counter-intuitive, technical and remote from the mainstream picture of forex trading they may be. As of now, it is mostly the second prong that's visible to the website visitor. This document summarizes the main findings to emerge so far from a year of studies, including some glimpses into the progress made on the black-box algorithmic trading system front.


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