Time Series Analytics Europe

Life is there to be enjoyed... The model is here to do the work.

 

FOREIGN EXCHANGE

 

 

TSA-Europe analyses the foreign exchange market in the major currencies (G20).

The analysis is done on an intraday basis (from 5 minute to 1 hour) and on a daily data basis. In the hourly timeframe, TSA analyses the data in three models that can be viewed seperately, combined or merged. This approach gives rise to different programs. Sample programs can  be seen below by clicking on the program name.

Tailormade programs, suited for your risk/reward profile can be created. Feel free to contact us to discuss your needs.

Below, you will find a number of sample portfolio's. Also see more detailed performance numbers (in excel format) for your perusal and analysis.

 

SINGLE MODEL TREND PROGRAMS

1. Hourly trend currency program    (monthly data excel)

2. Hourly trend JPY book program    (monthly data excel)

 

MERGED MODELS PROGRAMS

1. Balanced Kentaurus currency program     (monthly data excel)

2. Balanced JPY-book program                   (monthly data excel)

3. Balanced Aquarius currency program       (monthly data excel)

4. Balanced Rotation Fx program

5. Balanced Full FX program