[SteveRobinson]

Hi All,
I´m developing an Econometric model for Forex prices forecasting, it’s based on an autoregressive model of 5 order, of the US Dollar V.S Euro with information provided every five minutes.
If you like Econometric Theory lets join me!

Steve Robinson
Deutsche Bank
Financial Advisor

[ExecutiveIncome2You]

Can you pm me more info on this I may be interested.

[chicagostepper]

yes also pm me sounds interesting...

[jafar00]

Originally Posted by SteveRobinson

Hi All,
I´m developing an Econometric model for Forex prices forecasting, it’s based on an autoregressive model of 5 order, of the US Dollar V.S Euro with information provided every five minutes.
If you like Econometric Theory lets join me!

Steve Robinson
Deutsche Bank
Financial Advisor

You mean you want to apply past statistics to future news releases? Sorry buddy, but that will just not work.

[Noloqy]

Sounds like a very interesting project you are starting there. Though I'm not sure to what extent I can assist a Deutsche Banker, please PM me.

[aaasset]

Originally Posted by SteveRobinson

Hi All,
I´m developing an Econometric model for Forex prices forecasting, it’s based on an autoregressive model of 5 order, of the US Dollar V.S Euro with information provided every five minutes.
If you like Econometric Theory lets join me!

Steve Robinson
Deutsche Bank
Financial Advisor

Are you applying past data to future prices? This can be very dangerous as the market behaviour has changed and will change a lot over the years.