Sunday 12 February 2012

First algo signals!

Hi folks... I hope you enjoyed your w/e!

The discretionary portfolio is down small, CadChf have started to trade a bit weak, but I stick to my stop.
The most interesting to note are the two signals generated by my macro model
- Short AudCad (1,07065, stop at 1,083)
- Short GbpJpy (122,585, stop at 124,7)
Very interesting... Especially AudCad is interesting from a mean-reversion point of view since that cross trades at an extreme level.

Happy hunting!

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