Machine learning in trading: theory, models, practice and algo-trading - page 811

 
Maxim Dmitrievsky:

Goldman Sachs, if I am not mistaken, the supplier of quotes for fx futures for the Russian exchange

Why is it so complicated if you can arbitrage CME?
 

Structure of the global foreign exchange market

The size of the currency trading market is incomparable and exceeds by an order of magnitude all other forms of international economic relations, such as trade in goods, trade in services, international movement of capital, labor or technology. Approximately 41% of all foreign exchange transactions are spot transactions, 53% are direct forwards and swaps, and about 6% are futures and options, with swaps gradually declining, direct forwards and swaps increasing, and futures and options continuing to be a small market segment.

 
Combinator:
why so complicated when you can arbitrage CME? at least what we have

Maybe they can't do that.

 
Maxim Dmitrievsky:

Maybe they can't do that.

Why all of a sudden?
 
Maxim Dmitrievsky:

Maybe they can't do that.

You can, but the kotir is one in one with a forfeit...
 
Combinator:
why all of a sudden?

I don't know if the exchanges themselves can arbitrage each other or not, and whether it makes sense

 
Renat Akhtyamov:
You can, just kotir one in one with a handicap...

not 1 in 1 with a handicap and it is just taken from the handicap :) wrote above... you have to look around their website and find it, I do not remember where it was written

 
Maxim Dmitrievsky:

not 1 in 1 with a handicap and it just takes the handicap :) wrote above... need to look around their site and find it, I do not remember where it was written

Then it's not even worth mentioning arbitrage

although....

no way arbitrage, it's interesting...

By the way, I've invented a new word - piliuli, from the word "piliuli", abbreviated PLC

)

 
Renat Akhtyamov:

Well, then it's not even worth mentioning arbitrage

although....

Let them arbitrage, it's interesting...

by the way, i came up with a new word - pills, from the word "piliuli".

)

What does arbitrage have to do with anything? We were talking about the adequacy of OM estimations for the foreign exchange market

you're talking nonsense as usual ))))

 
Maxim Dmitrievsky:

What does arbitration have to do with anything, we were talking about the adequacy of OI scores

So it's not a handicap, it's the other way around.

well, f*ck it!

Go read there again and about OI including.

It seems like nonsense that I get to the point through another point on the globe, having previously probed and prepared the ground, as it were