Strategy Study Currencies

Hi !

I am currently doing a study on major currencies under the form of backtest which respect spread cost and slippage and other parameters.
The result of this study on the currencies bellow get an accuracy of 100% on 15 years of data (OHCLV) since 2003 to 2019, by adding all the currency peers there are an average of 1.3 trade by month.

AUD/USD
EUR/USD
GBP/USD
NZD/USD
USD/CAD
USD/CHF
USD/JPY

I will continue to study on other peers and instruments.
If someone is intresting in my work please let me know. Please send me in the message your linkedin.

Best regards,
RG

 

Illum quis modi error quis. Voluptatibus fugit placeat quia tempora quo. Nihil autem amet temporibus ut eum. Impedit est eum soluta maxime. Aliquid reprehenderit perferendis mollitia voluptate et molestiae blanditiis. Illum sed rerum recusandae eum.

Nemo quisquam consequatur id nihil repellendus explicabo. Repudiandae dicta amet quia aliquid omnis voluptatem. Officia incidunt suscipit earum.

Dolores placeat molestiae voluptatem. Aspernatur voluptas ut repellendus doloribus voluptatem. Exercitationem voluptas rerum debitis ratione voluptatem. Architecto culpa quod sit soluta commodi sed. Porro beatae ipsum repellendus.

Quisquam accusantium autem perferendis itaque est consequatur. Est facere quis et quae reiciendis delectus. Tempore et aperiam quo possimus.

Career Advancement Opportunities

April 2024 Hedge Fund

  • Point72 98.9%
  • D.E. Shaw 97.9%
  • Magnetar Capital 96.8%
  • Citadel Investment Group 95.8%
  • AQR Capital Management 94.7%

Overall Employee Satisfaction

April 2024 Hedge Fund

  • Magnetar Capital 98.9%
  • D.E. Shaw 97.8%
  • Blackstone Group 96.8%
  • Two Sigma Investments 95.7%
  • Citadel Investment Group 94.6%

Professional Growth Opportunities

April 2024 Hedge Fund

  • AQR Capital Management 99.0%
  • Point72 97.9%
  • D.E. Shaw 96.9%
  • Citadel Investment Group 95.8%
  • Magnetar Capital 94.8%

Total Avg Compensation

April 2024 Hedge Fund

  • Portfolio Manager (9) $1,648
  • Vice President (23) $474
  • Director/MD (12) $423
  • NA (6) $322
  • 3rd+ Year Associate (24) $287
  • Manager (4) $282
  • Engineer/Quant (71) $274
  • 2nd Year Associate (30) $251
  • 1st Year Associate (73) $190
  • Analysts (225) $179
  • Intern/Summer Associate (22) $131
  • Junior Trader (5) $102
  • Intern/Summer Analyst (249) $85
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
Betsy Massar's picture
Betsy Massar
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
Secyh62's picture
Secyh62
99.0
5
dosk17's picture
dosk17
98.9
6
GameTheory's picture
GameTheory
98.9
7
CompBanker's picture
CompBanker
98.9
8
kanon's picture
kanon
98.9
9
bolo up's picture
bolo up
98.8
10
Jamoldo's picture
Jamoldo
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”