Dembik Christopher
The two US presidential candidates are both unfavourable choices for Europeans, argues Saxo Bank’s head of macro analysis Christopher Dembik.
Squawk / 30 August 2016 at 15:58 GMT
Financial Systems Advisor / Quantitative Investments Inc
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.


The Saxo Bank Group entities each provide execution-only service and access to permitting a person to view and/or use content available on or via the website is not intended to and does not change or expand on this. Such access and use are at all times subject to (i) The Terms of Use; (ii) Full Disclaimer; (iii) The Risk Warning; (iv) the Rules of Engagement and (v) Notices applying to and/or its content in addition (where relevant) to the terms governing the use of hyperlinks on the website of a member of the Saxo Bank Group by which access to is gained. Such content is therefore provided as no more than information. In particular no advice is intended to be provided or to be relied on as provided nor endorsed by any Saxo Bank Group entity; nor is it to be construed as solicitation or an incentive provided to subscribe for or sell or purchase any financial instrument. All trading or investments you make must be pursuant to your own unprompted and informed self-directed decision. As such no Saxo Bank Group entity will have or be liable for any losses that you may sustain as a result of any investment decision made in reliance on information which is available on or as a result of the use of the Orders given and trades effected are deemed intended to be given or effected for the account of the customer with the Saxo Bank Group entity operating in the jurisdiction in which the customer resides and/or with whom the customer opened and maintains his/her trading account. When trading through your contracting Saxo Bank Group entity will be the counterparty to any trading entered into by you. does not contain (and should not be construed as containing) financial, investment, tax or trading advice or advice of any sort offered, recommended or endorsed by Saxo Bank Group and should not be construed as a record of ourtrading prices, or as an offer, incentive or solicitation for the subscription, sale or purchase in any financial instrument. To the extent that any content is construed as investment research, you must note and accept that the content was not intended to and has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such, would be considered as a marketing communication under relevant laws. Please read our disclaimers:
- Notification on Non-Independent Invetment Research
- Full disclaimer

Check your inbox for a mail from us to fully activate your profile. No mail? Have us re-send your verification mail