One of my clients asked me to give my view on the pair right when it was trading at multi week high. My models correctly forecasted higher moves towards 65 , the pair however traded even higher toward 69.
Model based forecast stat arb at its best . The cyclical indicator was indicative . What I have not mentioned here is few of my other other cycical indicators with varied cycle lengths heading higher
https://drive.google.com/file/d/0B6MwssNHtXgUYmRXMjlxd3U5bW8/edit?usp=sharing
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