During the past few weeks we have looked both at the standard deviation and autcorrelation for the fractal dimension (FD) and Hurst Exponent (HE) of 200 hour sliced data on 16 different Forex symbols. From this analysis we were able to rank symbols according to the standard deviation of their HE or FD values which corresponded nicely […]
Mechanical Forex
Trading in the FX market using mechanical trading strategies
