research & tools

analysis, insights and ideas that feed into trading execution

Trade Entry Reliability Testing

Is your system entry signal better than random?

July 14, 2021

FX Optimal Stop Loss Placement

Python analysis of Maximum Adverse Excursion to help find the best stop loss distance

August 10, 2020

Dashboard: FX Volatility Index

A tool that aggregates the daily range of 28 major currency pairs

July 20, 2020

Dashboard: Spreads Monitoring

Visualizations of the spread cost from the broker, in pips, every five minutes

April 10, 2020 - March 22, 2020 - January 24, 2020

Pyramid Position Sizing

We compare position sizing techniques: full size vs. pyramiding up

August 31, 2019

Currency Flow Meter

A simple analytics tool to score and visualize global currency flows, going back to 2005

June 1, 2019

Spreads & Commissions Cost Analysis

After demo trading a failing strategy for a few months, we investigate the impact of commissions

May 25, 2019

How does diversification reduce portfolio risk?

A simulation of the effect of correlation on return streams

May 4, 2019

The map is not the territory.

Alfred Korzybski