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MetaQuotes Software Corp.
MetaQuotes Software Corp. 2014.09.19 11:36 

New article Regression Analysis of the Influence of Macroeconomic Data on Currency Prices Fluctuation has been published:

Fundamental analysis is deemed incomprehensible by many. It is unclear how to carry it out, which parameters to take into account and which not to. Finding out the impact of the accounted parameters and the length of time it is to be considered for is not simple either.

In 2011 I came across the article Multiple Regression Analysis. Strategy Generator and Tester in One and found the method described there interesting. I have conducted research on the application of this method to the fundamental analysis and describe the results in this article.

Independent variable 'price change in 5 days'

Author: Salavat Bulyakarov

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