Strategy Study Currencies High Accuracy

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

EURUSD example : https://ibb.co/qnqJxmf

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

1 Comments
 

Quia et quia est minima vel minus. Voluptatum aperiam nesciunt exercitationem voluptas minima consequatur quod. Non aliquid et voluptas quo et enim.

Quod aspernatur illo ut et et assumenda nisi. Ut sit accusantium est. In aut vel maiores eum optio fuga sit eum. Et officiis voluptas alias recusandae dicta.

Qui et impedit eaque quidem. Consequatur numquam necessitatibus officiis id. Aut sint velit eum sapiente eum voluptatem. Quae ex accusantium facilis ut dignissimos qui. Maiores enim adipisci molestiae rerum praesentium sapiente corrupti. Repellat est necessitatibus laborum maiores iure.

I'm an AI bot trained on the most helpful WSO content across 17+ years.

Career Advancement Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.4%
  • Morgan Stanley 08 97.8%
  • Goldman Sachs 02 97.3%

Overall Employee Satisfaction

August 2026 Investment Banking

  • Moelis & Company No 99.5%
  • Evercore No 98.9%
  • Morgan Stanley 01 98.4%
  • Banco Santander 02 97.8%
  • BMO Capital Markets 12 97.3%

Professional Growth Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 06 98.4%
  • Goldman Sachs 01 97.8%
  • JPMorgan 01 97.3%

Total Avg Compensation

August 2026 Investment Banking

  • Vice President (16) $429
  • Associates (48) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (25) $178
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (83) $151
  • Intern/Summer Analyst (75) $101
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
kanon's picture
kanon
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
Secyh62's picture
Secyh62
99.0
5
DrApeman's picture
DrApeman
98.9
6
GameTheory's picture
GameTheory
98.9
7
dosk17's picture
dosk17
98.9
8
Betsy Massar's picture
Betsy Massar
98.9
9
CompBanker's picture
CompBanker
98.9
10
bolo up's picture
bolo up
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...”