1. The document discusses Dynamic ARMS, which uses auto-regressive models and statistical edges to trade currencies. It analyzes 24 currency pairs and can trade over 100,000 units of each pair. 2. Dynamic ARMS provides a web-based service at d-arms.com and tweets signals from the Twitter account @yoshiyuki_hongo. It has traded GBP/JPY, EUR/JPY, and GBP/USD with over 260,000 units traded total. 3. The method seeks to generate profits by detecting short-term movements in currency pairs using statistical algorithms. It analyzes high-frequency price data to find trading opportunities.

1. 2010 1 28
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3. CONTENTS
1.
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4. Dynamic ARMS
5.
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4. 4

5.  1
2
 RSI MACD
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7.  1
2
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• 20
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EBT (Evidence-based Trading)
TM
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16. EXCEL
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17. EXCEL
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19. 19

20. 93.6105791505791
0.22095741817381
93.641
90.001
3.55597311397643
12.6449447873233
-1.13028828500927
0.0790229964857671
14.583
86.383
100.966
24245.14
259
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21. 2009 USDJPY
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22. EXCEL
•
• C Y
• C=a+bY
• y=ax+b
•
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23. EXCEL
R 0.977311184421718
R2 0.955137151195781
R2 0.95496258758176
0.75464931815529
259
F
1 3116.035388 3116.035388 5471.5706737 2.978E-175
257 146.3603675 0.569495593
258 3262.395755
t P- 95% 95% 95.0% 95.0%
2.3925448588935 1.234066182 1.938749229 0.0536266382 -0.0376245 4.822714186 -0.03762447 4.822714186
0.97466148800168 0.013176431 73.97006607 2.97783E-175 0.94871397 1.00060901 0.948713966 1.00060901
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24. R
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30. ( )Universa Investments
• �
• http://www.universa.net/
• Universa Investments L.P. is an
investment management firm that
specializes in hedging tail risks for its
clients.
• Universa Investments L.P. is an
investment management firm that
specializes in protecting its clients' portfolios
against extreme risks – i.e. universal fat tail
risks or Black Swans
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38. Dynamic ARMS
Dynamic
Auto Regressive Model
ARM
Statistical Edge
S
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39. Dynamic ARMS FX
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• 24 FX
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• FX 24
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40. Dynamic ARMS FX
• GBP/JPY
• EUR/JPY
• GBP/USD
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42. 
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43. 
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 6
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44. 44

45. 45

46. 1.
2.
3.
4. Dynamic ARMS
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47. Dynamic ARMS Web
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• URL http://d-arms.com
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48. •
• Dynamic ARMS
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49. twitter
yoshiyuki_hongo
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50. Dynamic ARMS FX
• GBP/JPY 102,900
• EUR/JPY 102,900
• GBP/USD 102,900
• 260,400
3 20
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51. Dynamic ARMS FX
•
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52.  Dynamic ARMS FX
4
1. FX
2. FX
3. FX
4. Dynamic ARMS FX HP
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53. •
• Indepa
• Independent Person
•
•
• URL http://indepa.net
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55. FX
●
●
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1 10
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● 1 0.5
/ 1 100 1
10,000 5,000
1 20,000
1 10,000
●
●
8 18
0120-86-9686 E-mail sts@sec.himawari-group.co.jp
150
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56. FX
● FX
● FX
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●
●
● 10,000 10,000
10,000 20,000
●
●
8 18
0120-86-9686 E-mail sts@sec.himawari-group.co.jp
150
56