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Posts by "fab"

3 Posts by Anonymous "fab":
   
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fab
Posted Anonymously
15 years ago
Aug 18, 2009 13:36
In Thread: Ashraf's Book: Currency Trading and Intermarket Analysis
Thank you for your answer,
but the thing is that I can't find the same pair currency returns.

I don't know how you calculate the pairs return but I can find same returns as yours for some pair and completely different for some others.
For instance, for the AUDCHF I can find +24.45% in 1999 (same as yours)
but for the AUDNZD I am at 7.53% in 1999 whereas you are around 30%!
I am using bloomberg data and i calculate simple return (no carry trade effect).
Thank you
fab
Posted Anonymously
15 years ago
Aug 18, 2009 12:54
In Thread: Ashraf's Book: Currency Trading and Intermarket Analysis
I don't really understand how can calculate a 99% return on the JPY on 1999.
Thank you.
fab
France
Posted Anonymously
15 years ago
Aug 18, 2009 12:53
In Thread: Ashraf's Book: Currency Trading and Intermarket Analysis
Hi Ashraf,
very interesting book.
I would be interested in having more details about your currency returns calculation and ranking done in the chapter 3.
I don't really understand how you c
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