Combining best performing forex pair should hugely increase your expected return and Sharpe Ratio

The first little bit talks about the combination. I have tested this on multiple time frames but usually find these 2 best performing currency pairs historically will give you highest expected rate of return and expected Sharpe as well.

Note that there is a gap of blackness in video so just wait to see the detailed analysis.

Do realize that this technique can be applied to any asset class universally.

http://quantlabs.net/blog/2018/03/combining-best-performing-forex-pair-hugely-increase-expected-return-sharpe-ratio/