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Funding Intelligence and HBD research through trading
Someone a little while ago suggested that I apply my financial skills to raising funds for hbd research. I decided to take up this offer so from now on I will publish trading signals real time on this thread.
Over the last 7 months I have developed trading algorithms and tested them on CME (Chicago Mercantile Exchange) market data and with real trading performance.
The results have been promising so I decided to share the fruits of my labour. Of course I will never publish my algo(short for algorithm) but I publish signals here ex-ante (before closing the position) so that you will be able to evaluate the efficacy of the trading system. I specialize on EUR/USD exchange (http://www.cmegroup.com/trading/fx/g10/euro-fx.html).

As soon as I open or close a trading position I will post something here so that you guys will be able to verify my algo's ability to predict the market at the CME link above.
At the end of each week I will also post the weekly performance.
I am thinking of running three algos but I will start with the most conservative algo ("Aristocat") and the intermediate ("Cat") first. The more aggressive algo ("Jaws") needs more testing so it will be on in a couple of weeks. Aristocat and Cat trade with low frequency (1-3 times per week) but have a high average return.
Jaws trades with a lower average return per trade but at a much higher frequency.
Each minimum movement (tick) is $.0001=$12.5. Margin for EUR/USD is $2200 per contract. Contract size is €125K.
Thus for example first trade with 1 contract would earn a profit of 7 ticks (1.2809-1.2802)= $87.5

CAT/ARISTOCAT (CE +1 GMT time)

Sell 1.2809 (19:02 20/10)/Same
Buy 12802 (19:56 20/10)/Same

Sell 12842 (08:29 21/10)/Same
Buy 12818 (08:56 21/10)/Same

Buy 12760 (12:56 21/10)/No trade
Sell 12774 (13:59 21/10)/No trade

Sell 12698 (16:05 24/10)/No trade
Buy 12674 (23:00 25/10)/No trade

Weekly profit: 69 ticks= $862.5 per 1 $2200 contract.Weekly Return: 39.2%
I will continue this thread only if there are people interested in this.
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