Time Series Analytics Europe

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

 

SPOT Markets

 

 

TSA-Europe analyses the foreign exchange market in the major currencies as well as spot prices (not futures) in XAGUSD and XAUUSD.

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 compared to the benchmark investable Fx product from Barclayhedge.

Latest update October 31st 2017

 Benchmark vs TSA-Europe
 2011 2012
 2013
 2014
 2015
 2016
 2017
Barclayhedge BTOP FX
 - 4.73
  2.37
- 2.72
   8.69
  1.93
 -5.44
 - 9.19
Spot Hourly Trend master
 12.21  4.00
23.49
 - 4.97
10.86
35.60
    3.71
Spot Daily Trend master
 - 4.76
- 2.83
12.56
 17.06
- 5.56
  5.84
  - 1.05
Spot Hourly Balanced master
 52.53  5.00
22.16
-12.57
10.58
19.35
  - 0.39
Balanced Rotation FX program
   7.36  5.34
24.68
   9.97
36.83
- 1.24
    6.53

 

To see detailed statistical data on our sample programs, click on the program name to open the pfd factsheet.

SINGLE MODEL TREND PROGRAMS

1. Spot Hourly Trend Master

2. Spot Daily Trend Master

 

MERGED MODELS PROGRAMS

1. Spot Hourly Balanced Master

2. Balanced Rotation Fx program