Quantfish | Research Laboratory
Quantitative tools, Market analysis and Optimizations
Market Analysis / Outlook
- EURGBP | EURCAD | EURAUD | EURNZD | EURJPY | EURCHF
- GBPCAD | GBPAUD | GBPNZD | GBPJPY | GBPCHF
- AUDCAD | AUDNZD | AUDJPY | AUDCHF
- NZDCAD | NZDJPY
- CADJPY | CADCHF
- CHFJPY
Forex: Minors (Cross pairs)
- USDMXN
Forex: Exotics
Monte Carlo - Risk Analysis
- EURGBP | EURCAD | EURAUD | EURNZD | EURJPY | EURCHF
- GBPCAD | GBPAUD | GBPNZD | GBPJPY | GBPCHF
- AUDCAD | AUDNZD | AUDJPY | AUDCHF
- NZDCAD | NZDJPY
- CADJPY | CADCHF
- CHFJPY
Forex: Minors (Cross pairs)
- USDMXN
Forex: Exotics
Strategy Analysis - Top Performers [ 2023 ]
Portfolio Analysis - Current: Alpha [ 2023 ]
Correlation Matrices
- Major Indices
- Forex: Major Pairs
- Forex: Minor Pairs
- Forex: Quote Currency JPY
- Forex: All Pairs
- Commodities
- Indices and Main Forex Pairs
- Commodities and Main Forex Pairs
- All Instruments
Quick Reference [ Tables ]
- Table: Drawdown vs. Recovery (Intervals: 1% / Threshold: 35%)
- Table: Drawdown vs. Recovery (Intervals: 2% / Threshold: 60%)
- Table: Drawdown vs. Recovery (Intervals: 5% / Threshold: 75%)
- Table: Probability of n consecutive losing trades (Sequence: 10)
- Table: Probability of n consecutive losing trades (Sequence: 25)
- Table: Probability of n consecutive losing trades (Sequence: 50)
- Table: Probability of n consecutive losing trades (Sequence: 100)