Trading strategy inspired from forex sentiment

Below are the return from the strategy using such an amazing indicator as the signal.

The parameter of the strategy is optimized for each pair.

The next step is to automate the trading ideas on MT4.


Author: Wei Wu

我曾在一家资产管理公司担任量化研究的工作, 结合自己的金融,数理,IT知识负责期货高频统计套利和股票智能投资顾问股票策略的开发。 我5年前进入金融行业,后到美国进修MBA学位,主攻金融方向,毕业后到Bloomberg工作,工作范围为债券数据分析与处理,同时怀着对量化研究的兴趣,申请了美国顶尖金融工程项目--Baruch College,学习到了扎实的金融工程实践知识。 回国后在某私募基金做量化分析师,参与设计开发量化基金产品所需要的数据库和交易系统,海外ETF股票智能投资顾问。

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