Margin requirements after French election

Following the French election, we have reduced our margin requirements as described on the table below. Instrument Post Election Margin FOREX AUDCAD 1.00% = (1:100 leverage) AUDCHF 1.00% = (1:100 leverage) AUDJPY 1.00% = (1:100 leverage) AUDNZD 1.00% = (1:100 leverage) AUDUSD 1.00% = (1:100 leverage) CADCHF 1.00% = (1:100 leverage) CADJPY 1.00% = (1:100 […]

And the DarwinIA winners are…

The April edition of our DarwinIA trading challenge came to its end. Below you can find the 48 winners of our € 4,000,000 notional allocation for a 6 month period. Place DARWIN April notional allocation 1st XXW € 300,000.00 2nd DOF € 250,000.00 3rd DLF € 210,000.00 4th XFL € 170,000.00 5th JMW € 150,000.00 6th VNE € […]

Darwinex amended trading hours (1 May 2017)

Please note the amended Darwinex trading hours for the upcoming bank holiday on 1 May 2017 (all times are in UK time).  Instrument Trading Hours  FX 22:05 Sun – 22:00 Mon   DARWINS 22:05 Sun – 22:00 Mon  COMMODITIES   Gold 23:01 Sun – 21:59 Mon Silver 23:00 Sun – 22:00 Mon Platinum 23:00 Sun – 22:00 Mon Palladium 23:00 Sun – 22:00 Mon US Crude 23:00 Sun – […]

Hidden Markov Models

Hidden Markov Models & Regime Change: DARWINs vs. S&P500

In this post, we will employ a statistical time series approach using Hidden Markov Models (HMM), to firstly obtain visual evidence of regime change in the S&P500. We will then compare the index’ performance to a DARWIN Portfolio, between June 2014 and March 2017. Detecting significant, unforeseen changes in underlying market conditions (termed “market regimes“) […]

Volatility expected due to French presidential elections

Please note that high volatility is expected on EUR pairs, XAUUSD and European indices on market open next Sunday (23 April 2017) due to the French presidential election. Also, liquidity providers are expected to significantly limit their liquidity, which can give rise to abnormal widening of spreads, potential increased amounts of slippage on executed orders and, eventually, gaps in […]

Darwinex Trading Hours for ANZAC Day

Please note the amended Darwinex trading hours for the upcoming ANZAC Day on 25 April 2017 (all times are in UK time).  Instrument Trading Hours  FX 22:05 Mon – 22:00 Tue   DARWINS 22:05 Mon – 22:00 Tue  COMMODITIES   Gold 23:01 Mon – 21:59 Tue Silver 23:00 Mon – 22:00 Tue Platinum 23:00 Mon – 22:00 Tue Palladium 23:00 Mon – 22:00 Tue US […]

DARWIN Portfolio Returns (June 2014 - March 2017)

DARWIN Filters: A Practical Alternative to Markowitz Portfolio Theory

In 1952 [1], the great Harry Markowitz published a paper on portfolio selection that essentially set the stage for modern portfolio theory in a mathematical context. For those not familiar with this Nobel Prize winning economist [2], he devised a methodology whereby investors could mathematically evaluate the proportion of total available capital to allocate, to […]