Live trading logbook

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After some weeks of silence, he he... I come back with a short post about live trading in the forex market. As you probably know [if not, you are knowing it right now ;-)], one of my interests is the analysis, modeling and forecasting of financial time series. To make it short, I have developed some statistical models to forecast the dynamic of selected portfolios. Currently, I am trading equities and other more complex financial derivatives. But my models are also suitable to apply to other markets, ie. the foreign exchange market (yes... forex). So, I made a quick research on some interesting forex pairs and then I started a little account to perform some live trades accordingly to these models. And now, I pretend to log the trades from this little account in a subset of post on my blog, a sort of public live trading logbook.

OK, we can start the logging right now! I opened two short positions some days ago:

Ticket Date Transaction Currency Pair Price
1350434307 2013-11-05 22:08:02 Sell Market GBP/AUD 1.68983
1350434298 2013-11-05 22:07:59 Sell Market AUD/USD 0.94939

And is time to close them... so closing them whereas I am writing this post (just wait me a minute, I will be back!).

OK, I closed both positions:

Ticket Date Transaction Currency Pair Price
1355893384 2013-11-13 01:25:10 Close Trade GBP/AUD 1.70790
1355893378 2013-11-13 01:25:09 Close Trade AUD/USD 0.93063

And I added some pics to illustrate these trades:

With these trades, we had a net increment of 4.5% in the balance!

Nice beginning! Let's see how far we can go...


Don't forget this blog post is an ipynb file itself! So, you can download it from the "Source" link at the top of the post if you want to play with it ;-)

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