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Old 08-11-2009, 12:46 PM
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GBP/JPY Expected Value

Under the random walk assumption, p=1/2 move up/down(probability)
current ytd expected value is 140.98, week to date 160.45...
alltime(longer still) expec 184.96

So yes the expected has moved up since that post...

Tanutamen
Tues Aug 11,12:49 est
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Old 09-27-2009, 10:43 AM
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Cool GBPJPY Current Expected Value 140.47;formed Aug 6-09

after high 163.13, it has ranged ytd some 4,431 pips.....
Yen-Trend (Napatanpics)
YENTREND page....
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