Flyer forex girth model update

In the October Futures feature, "Learning to trade: It’s academic," Leslie McNew and Tup Ingram described a trading strategy that McNew’s students at the University of Dayton Business School would be implementing in a simulation. The strategy is based on the four-hour girth model first described in the December 2008 issue of Futures and is applied to the euro currency.

The model took five trades last week, dropping approximately 130 ticks on four closed positions and taking a short position from 1.3607 into this week. The move put the program slightly in the red (-0.27%) since its September launch.

Comments
comments powered by Disqus