JSF Quantitative Trading Framework (Digital Resource)
Overview:
A professional-grade quantitative research toolkit designed for traders who want institutional-quality analysis across all major and minor currency pairs.
This framework gives you the macro models, stochastic processes, risk-scoring systems, data structures, and research tools used by professional FX analysts — without revealing any proprietary JSF trading strategies.
You will be able to model, analyse, and interpret any major or minor currency pair using the exact same quantitative approach that macro/ quant traders use.
This is the official JS Financials research infrastructure.
Covered Currency Universes:
JSF modelling templates include dedicated structures for every major and minor pair, including:
Major currencies:
- AUD
- CAD
- CHF
- CNY
- EUR
- GBP
- JPY
- NZD
- USD
Supported FX Pairs (Majors & Minors)
-
AUD/USD, AUD/JPY, AUD/NZD, AUD/CAD, AUD/CHF, AUD/EUR, AUD/GBP
-
USD/JPY, USD/CHF, USD/CAD, USD/CNH
-
EUR/USD, EUR/JPY, EUR/GBP, EUR/CHF, EUR/AUD, EUR/CAD
-
GBP/USD, GBP/JPY, GBP/CHF, GBP/AUD, GBP/CAD
-
NZD/USD, NZD/JPY, NZD/CAD
-
CAD/JPY, CAD/CHF
-
CHF/JPY
This toolkit works universally across the full FX grid.
What You Get Inside:
1. Multi-Currency Macroeconomic Model (Excel + Sheets) It includes:
-
Monetary policy bias for each central bank
-
Relative interest rate differentials
-
Yield curve behaviour per currency
-
Country-specific data weighting
-
Cross-commodity exposures (oil for CAD, gold for AUD, etc.)
-
Global risk sensitivity loadings
-
Surprise factor (actual vs forecast deviations)
-
A final weighted macro score for each currency
Outputs:
-
Daily directional bias for any FX pair
-
Regime-adjusted probability model
-
Risk-adjusted volatility expectation
-
Macro expansion vs contraction indicator
This is institutional-level modelling.
2. Global Risk Sentiment Model (Universal Across All pairs)
Includes the correct JSF formula:
-
SPX
-
ASX200
-
VIX
-
Optional DXY adjustment
You receive:
-
A combined market sentiment indicator
-
A cross-currency weighting module
-
Templates for daily journal integration
Works for all FX pairs.
3. Country-Specific Economic Data Weighting Models
Each currency has different macro drivers.
This resource includes weighting templates for:
AUD
-
Commodities (iron ore, coal, gold)
-
China PMI spillover
-
RBA policy tone
CAD
-
Oil price correlations
-
BoC policy dynamics
CHF
-
Safe-haven risk flows
-
SNB intervention signals
CNY
-
Chinese growth cycle
-
PBoC FX management
EUR
-
ECB divergence
-
Core vs periphery economic split
GBP
-
UK inflation tendency
-
BOE tightening cycles
JPY
-
Yield curve control parameters
-
Carry trade conditions
NZD
-
RBNZ inflation sensitivity
-
Dairy export cycles
USD
-
Fed policy cycle
-
Global risk-on/off impact
-
Employment and inflation dominance
This makes JSF incredibly powerful and truly a global oriented firm.
4. FX Regime Classification Model
Classifies each currency pair’s behaviour into:
-
Macro-trend
-
Mean-reverting
-
Liquidity-driven
-
Vol-spike regime
-
Carry-dominated environment
Quant criteria included.
No subjective guessing.
5. Stochastic FX Modelling Suite (Universal)
Covers:
-
GBM simulations (major-trend pairs)
-
OU process (mean-reversion pairs)
-
Volatility clustering template
-
Regime-switch simulations
-
Expected value modelling
Includes advanced examples for USDJPY, EURUSD, AUDUSD, GBPUSD.
6. FX Cross-Impact Model
Learn how macro shocks in one currency spill into another:
-
China → AUD
-
Oil → CAD
-
Risk → JPY & CHF
-
ECB policy → EUR majors
-
USD dominance cycles
You get cross-impact matrices and templates.
7. Quantitative Workflow (Universal FX Version)
A complete, elite-level institutional workflow covering:
-
Data intake
-
Daily macro assessment
-
Cross-pair macro comparison
-
Liquidity session mapping
-
Regime classification
-
Journal templates
-
Quantitative review procedures
This is the blueprint for professional FX research.
8. Universal Data-Cleaning Suite
Includes:
-
Multi-currency time-series structure
-
Outlier detection
-
Missing data repair
-
FX volatility transformation functions
-
Regime-smoothing tools
What's Not Included (Important)
To protect JSF’s IP:
-
No entry/exit strategy
-
No proprietary JSF alpha models
-
No trade signals
-
No SMC, ICT, or retail indicators
-
No replication of JSF’s personal trading system
This is research infrastructure only.
Perfect For
-
Prop firm traders across ANY currency
-
Macro-quant analysts
-
FX day traders, swing traders, and intraday macro traders
-
Anyone wanting institutional-grade analysis frameworks
-
Traders managing multiple funded accounts
Delivery
Instant download:
-
PDFs
-
Excel files
-
Google Sheets templates
-
Lifetime updates
Disclaimer
Educational resource only.
No trading advice.
No proprietary strategy included.