This is fully automated statistical arbitrage system uses to seek high profit with low risk via:
- It uses multivariate modelling and machine learning find short term cointegration relationship among various high-volatile pairs.
- Trade when one pair diverges from its theoretical modelling price, and take profit once it converges back.
- Work for 6-7 pairs at the same time depends on market situation and volatility of each pair. Currently, the model is applied working with AUDUSD, AUDCAD, EURGBP, USDCHF, GBPCHF and EURAUD.
- Fully back-test over a year (160,000 data points) with range profit 70% to 120% each pairs, maximum drawdown range from 11-14%. Forward tested for 3 months (January - 31st March 2019) with 38% profit and 12% max drawdown.
HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors.
Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance.
You could lose some or all of your initial investment. Do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions.
Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice.
Past performance is not indicative of future results.