binary

Real Time Price

Current time (Asia/Tokyo):

Latest FX Quotes:

Real Time Price

Current time (Asia/Tokyo):


Latest FX Price:

Daily Price

Current time (Asia/Tokyo):


Daily Chart:

Transaction


Algorithmic measurement will auto place order at predicted price and also sell at predicted price within 1 day. System will using closing price as settlement price if the later predicted price was not occurred. Only value bet be placed.


Forecasted Daily Price


Currently only 6 digits count from left-hand side for trading.

Profit and Loss

Below graph shows the return of investment.

Latest Price

By refer to the idea from binary.com, I tried to create this Banker page. The daily data is getting from Yahoo! finance


You can either buy or sell at the below forecast closing price for next trading day. Kindly refer to the web application financial betting for more information.


Forecasted Daily Price

Below forecasted price will be automatically calculcate 12AM every weekday.

Statistical Modelling

As I tried to build couples of univariate models and concludes that GJR-GARCH Model is the best fit model. You are feel free to browse over

for the research study which compare the accuracy and the return of investment of various statistical models.

You are feel free to surf over binary.com Interview Question (GitHub Source Codes) to get the source codes as well as some research papers on the quantitative trading.

Below is the equation for the model. $$\delta_{t}^{2} = \omega + (\alpha + \gamma I_{t-1}) \varepsilon_{t-1}^{2} + \beta \sigma_{t-1}^{2}$$ where

$$I_{t-1}= \begin{cases} 0& \text{if } r_{t-1} \leq \mu\\ 1& \text{if } r_{t-1} > \mu \end{cases}$$

The daily data for calculation is getting from Yahoo! finance while the real-time price to staking and settlement is getting from TrueFX.com. Therefore there has no any guarantee of profit and also accuracy of price dataset.

Future Works

This application is an algorithmic trading in daily forex market. The orders will be placed everyday at 12:00AM (GMT). The closed transaction orders will also falling on 12:00AM (GMT) everyday. For high frequency trading (which includes 1 minute, 5 minutes, 10 minutes, 15 minutes etc.), I put it as future research...

Kindly browse over Real Time FXCM for more information.


Reference

01. MatchOdds.org hot

02. A Step-by-Step Guide to Quantitative Strategies - SUCCESSFUL ALGORITHMIC TRADING hot

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