EricL Analytics

FX Trading Intelligence

[email protected]

Trading Intelligence — 42 agents, Bayesian learner, 3 live systems
Live

Trading Desk

Regime state (VIX / DXY / Dispersion)
Live positions: FV-Fast, ER, Range
Top trade ideas + Bayesian scoreboard

Bayesian

Currency Heatmap

Short / medium / long bias per pair
42 agents, Bayesian-weighted scores
Currency strength bars, top signals

42 agents

Agent Alignment

7 groups × 16 pairs conviction grid
FV, Trade Models, MR, Trend, Flow
Cross-Asset, Regime/Macro

Evolving

Learner Evolution

Bayesian weight evolution over time
Accuracy by horizon & pair
Prior → posterior shift per agent

Grok AI

FX News & Rumors

Grok-powered X/Twitter + web search
Local press, officials, dealer chatter

Live Trading Systems — FV + ER + RT, routed through IB
Live

Trade Router

Execution bus for all 3 systems
Bracket orders, IB client 20
FV + ER + RT signals

Live
~

Fair Value

Z-score mean reversion
16 pairs, hourly OLS regression
Z_entry=1.5, ATR stop 2×

Live

Elasticity-Reversal

Beta residual flow detection
10 pairs, US session 14-20 UTC
Regime-gated, Sharpe 4.18

Live

Range Trading

Boll/range/session mean reversion
5 pairs, hourly, 24/7
ATR regime-gated, tp×0.5

Data Sources
DTCC
$

DTCC FX Flows

NDF/Forward institutional flow
G10, EM, options, large trades

CME

CME Volume-Price

FX futures volume, delta, divergence
10 currencies, 7 signal types

ML

Tick Predictor

HMM phase + beta-elasticity
7 pairs, ES/CL/GC/ZN drivers

Tools
📑

Research

Model white papers
Methodology, results, audit

Local
📈

Data

77 instruments — FX, futures, indices
1-min (5yr) + 1-hour
IB live feed + historical