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GBPJPY.. Tentative View.. 151.50-7X may provide temp bottom ..IT seems everyone is hitting longs on the GBPJPY; where as it shows some significant drop. It is difficult to chart on smaller time frame; hence weekly is what I'm going with.. 155.2X been a break point could come into retest.. I suspect 151.50-7X could form a temp bottom to get some lift off towards 155.XX. A failure to say 155.5X and we can see new bigger leg down towards 148.XX. i.imgur.com i.imgur.com GBPJPY Weekly - Alternatively incase this is in no mercy mode; GBPJPY can simply drag all the way down to 148.XX before rebounding. That also would make sense; since as long as traders would think it can't drop any further it would just do the opposite and take most of the traders trading into bias to the butchery, before reversing
Long
by TahirKhan
Cross Ladder Quantitative Analysis ExampleUsing the Harmonic Mean (Pythagorean Means), we focus on "three values" using the Cross Ladder Problem by drawing the geometric shape - vectored R/S points. These values are taken from the harmonic mean of "B" "A" "h". The calculation inputs are Log Normal, Exponential, and Skewness. (Arithmetic mean gives higher data points that will error your weight); Harmonic Mean gives equal weight to each data point. This is in part; a computation set in our Optimal Geo-Ratio (OG) Model. One would want to incorporate the Intrinsic/Time Value to carry out the time horizon price target. We typically apply the STDEV*SQRT(45 days/252) equation to the two outcomes. You may use a short cut divisor 1/16 per incremental price input for jump diffusion if preferred, integrated with a Beta stochastic volatility model. Square Time Value and Excess Kurtosis are not shown in this example. Just remember volatility is the standard deviation of expected returns. Volatility is proportional not directional. Peace.
DShort
by Zentoro