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Reports

Our automated strategy is algorithmic arbitrage.

 We report our Analytics every 10 minutes via subscription.

 A free sample is available--the algorithms are based on our research listed below.

 ARIMA Models for Yen (May 2002)

 Describes how to develop the ARIMA model by conducting the following:

  • transforming the data to achieve stationarity;
  • determining the AR parameter by analyzing ACF; and
  • determining the MA parameter by analyzing PACF.

 Illustrates how to implement the ARIMA model by performing the following:

  • Maximum Likelihood Estimation (MLE) including residual tests;
  • Conditional Least Squares (CLS) & Unconditional Least Squares (ULS); and
  • optimizing the model via brute-force search methods.

 To view the research report download the 13 page 6.02 MB pdf file.


 The image resolution of the pdf is purposely degraded to discourage plagiarism.

 The research information is copyrighted and all rights are reserved.