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Calculator
CSi Calculator
Core Structure
Indicator for the instruments core structure [current state] =
persistent long/ short [early, intermediate, late trend cycle] : random trade cycle : mean reverting
trade cycle based on the projected forward price path for each instrument
Indicates the current state and the expected price trend of the instrument : ‘persistent long : short = price trending : persistent mean reverting = trending instrument in mean reverting trend : ‘random’ state indicates unpredictable price path
Linked to
Mi portfolio
Program input
: instrument code
Program output: core structure : trend duration = time left in the trend : phase transition [forward indicator of price trend change [change in the nature of the core structure]
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Standard [All Tools]
foreign exchange - major
foreign exchange - cross
stock index
ETF
commodity
listed stock
crypto currency
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Instrument
Core Structure Signal
Trend duration
Phase Transition Signal
Projected Core Structure Signal
Details
Graph
EURUSD
persistent - mean reversion short cycle
7.1
persistent - mean reversion long cycle
EURUSD
persistent - mean reversion short cycle
15.1
persistent SHORT - intermediate trend cycle
EURUSD
persistent - mean reversion short cycle
7.5
persistent LONG - late trend cycle
EURUSD
persistent - mean reversion short cycle
4.4
EURUSD
persistent - mean reversion short cycle
20.0
persistent - mean reversion long cycle
Historical Prices / FDI
CSI Signal:
HE10
HE12
HE20
HE24
HE30
HE36
HE48
ED10
ED12
ED20
ED24
ED30
ED36
ED48
Core Structure Statements
Price Path
FDI indicator
The FDI determines the amount of market volatility.
The easiest way to use this indicator is to understand that a value between 1.45 and 1.50 suggests that the market is acting in a completely random fashion.
As the market deviates from 1.5, the opportunity for profit earning is increased in proportion to the amount of deviation - below 1.45 the market is more persistent or trending - above 1.50 the market is mean reverting
An instruments price pattern with FDI of 1.7 highly jagged with many peaks and troughs on the periphery. An instrument with FDI of 1.3 is much more linear, approaching a single dimension or a straight line.
What do you really need to know about trading intelligence ?
where to start thinking about the trade
So over leveraged
bad entry, worse exit
path of the price to : target price . worst price . stop price
time to maximum drawdown
What are mi options
New to trading
the CSi index – the raw numbers that form the foundation of the directional nature of the instruments price path
ML^ predictive analytics explained – the how to understand it
create your own portfolio and understand its nature => price path it will follow
how to navigate the trade cycle in all weather conditions
RADAR
how to navigate the trade cycle from take-off to landing
portfolio monitoring programs
Manage the exposures in your portfolio through knowing the future value of that portfolio and hedge the risks
Heat Map
All the vital information on each instrument in the 1 user interface [tool]
Back
So over leveraged
Cash Buffer
Optimal leverage to survive in the trade
Maximum loss over holding period
Single ccy instruments
Fx Cash Buffer
Optimal leverage to survive in the trade
Maximum loss over holding period
FX instruments
Moments 2 stress
Your current leverage : trade profile
The number of days to margin call
Back
Bad entry, worse exit
Price Path
The price path for the next 20 business days
Pick your entry : target price : stop loss : time in the trade
Entry Point
The optimal price range to enter the trade
The next day
Core Structure
The instruments current state : core structure
Trending LONG SHORT
Mean reverting
Random
Back
Path of the price to : target price. worst price. stop price
Price Path
Price path : high. low. close. random
10 days forward
Enhanced Price Path
Price Path : high. low. close. random
Worst Price
ROI $ %
Core Structure
The instruments current state : core structure
Trending LONG SHORT
Mean reverting
Random
Follow the CSi index and it will show you where
the derivatives price is heading and when
the price will change – ahead in time [so
Singularity
advanced warning when prices will rise or fall ]
- CSi index tells you the ‘core structure’
- ‘core structure’ = the price path
- when the ‘core structure’ will change
Back
Time to maximum drawdown
Enhanced Price Path
Price path : high. low. close. random
Worst Price
ROI $ %
Price Path
Price path : high. low. close. random
10 days forward
Moments to Stress - monitoring
Your current leverage : trade profile
The number of days to margin call
Back
What are mi options
Option Arbitrage
Arbitrage time
Arbitrage Volatility
Arbitrage Price
Option Calculator
All the different option strategies and their calculators
Directional Volatility
Options and Volatility
Critical factor in the option price
Know the chages in volatility ahead in time
Back
New to trading
Entry Level Intelligence
Core Intelligence In 1 module
Instrument ScoreCard
Summary of each instrument intelligence
RADAR
how to navigate the trade cycle from take-off to landing
Back
the CSi index – the raw numbers that form the foundation of the directional nature of the instruments price path
CSi^ raw
the raw CSi index:
if the index numbers are sequentially rising = the price will fall
if the CSi index is falling = the price is rising
if the index is changing direction, then it is in phase transition = the price is about to peak or make a low
click this icon direct you to the CSI raw index tool
CSI^ raw volatility
the raw CSi volatility:
if the index numbers are sequentially rising then volatility is rising
if the CSi index is falling = volatility is falling
click this icon direct you to the CSi raw volatility index tool
CSi^ raw power10
this index is a simplified version but gives the same intelligence of the CSi^ but does not give you the same understanding of the core state – so it is simply a directional index:
if the CSi index moving up, the price will rise
if the CSi index is falling then the price will fall
click this icon direct you to the CSi raw volatility index tool
CSi^ advanced
this is the CSi used in the core state – this icon will direct you to the advanced core state tool that explains the 5 core states:
(i) persistent LONG and SHORT
(ii) mean reverting LONG and SHORT
(iii) random
CSi Calculator
CSi calculator allows you to back test any instruments historical price to the CSi for predictive analysis
Allows a longer historical review of how the CSI predicts the price movement of any financial instrument
Input the instrument H, L, Close price and the CSi Calculator will calculate the CSi across all or selected algorithms
Use the historic CSi analysis to select the optimised CSi for your trading style or financial instrument you trade
Back
ML^ predictive analytics explained – the how to understand it
Follow the CSi index and it will show you where the derivatives price is heading
and when the price will change – ahead in time [so advanced warning when
Singularity
prices will rise or fall]
- CSi index tells you the ‘core structure’
- ‘core structure’ = the price path
- when the ‘core structure’ will change
Back
Create your own portfolio and understand its nature => price path it will follow
create your own portfolio index and have the ML^
Portfolio CSi Index
predictive analytics detail the price path it will follow into
the immediate future
- only uses 24 hour [EoD time window]
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Note