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Peter Garnry
The majority of earnings are released next week and according to Saxo Bank's head of Equity Strategy, Peter Garnry, the outlook is positive. The leading indicators point to further growth in 2017, he says. In particular Garnry points to the cyclical sectors. They are doing best, he says.
Squawk / 30 August 2016 at 15:58 GMT
Financial Systems Advisor / Quantitative Investments Inc
Canada
Revised algorithm's have arrived from coding and first few sessions seem to indicate that the mathematics may indeed have improved the models :)
30 August
Qi2 Qi2
During the Asian session I ran both algo's and during the European session I shut down the black (reversion model) ran the blue on M5 charts only. The additional 101 pips earned are reflected in the screenshot below.
30 August
Qi2 Qi2
As a note, in the "Trades" column each one individual trade equals two on column, as each entry has a trailing position, when there is an odd number (GBPJPY = 9 trades) then a position was reversed closing current position and entering new position simultaneously and hence the odd numbered trade position is created.

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