Arbitrage as it is. How and where? Implementation? - page 7

 
Alexandr Bryzgalov:

First tried it on in 2010 (fast slow DC). This system worked for me about a month, my partner about 2-3 months (he started earlier). I had not 100 quid on my account )

And the interchange just this year. The end of last year. )

So how was it?
 
Ilnur Khasanov:
How's that?

) works. )

ZS: not on fore or foundation.

 
Daniil Stolnikov:
I didn't say anything about Forex trading specifically. So far, it is utopia. I meant stock trading. Even with some leverage - what is the maximum leverage they give? Three? )) And as we know everything is fixed within one stock exchange - the same arbitrage. But we are talking about arbitrage BETWEEN stock exchanges. This is a bit different ... That's why I ask - maybe someone did something like this? And if so, how? Not just theory, but practice. You can assume anything. As the saying goes, "fear not, but do.
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On the subject, you can look here http://megatrader.org/ru/poleznaja-informacija/4-arbitrazh-na-foreks.
And in the full tab "useful information".
The option between DTs was charged for data collection and construction of graphs in online mode there were no such beautiful conditions for input on pictures... on two campaigns I was collecting data there on some other option.... there were no inputs as they were described. As a result the test month is over. Beautiful pictures did not fit in the real time download. No desire to buy a pig in a poke for 500. I will write to them to prolong the trial period.
I ask the moderators not to consider it an advertisement.
 
Alexandr Bryzgalov:

First tried it on in 2010 (fast slow DC). This system worked for me about a month, my partner about 2-3 months (he started earlier). I had not 100 quid on my account )

And the interchange just this year. The end of last year. )

.........
I see. I want to have a look at the inter-exchange myself. Don't know yet.
schemes...
We trade calendar arbitrage on CME via CQG trader.
 
Roman Shiredchenko:
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:-)
Sanyok, about 5 when you were on the foursome interested in arbitrage between DCs.
Geez, what does this have to do with DCs? )) Actually the question was about inter-exchange
 
Daniil Stolnikov:
What the hell does DC have to do with it? )) Actually the question was about the inter-exchange
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I don't see the difference... :-)
Check my link for information. Maybe something will work in the meantime. We're going to the inter-exchange...
It's called arbitrage. Maybe they'll even
might even be able to download something useful for the test. I propose to share information here so as not to multiply one-type branches.
 
Roman Shiredchenko:
.........
I see. I want to have a look at the inter-exchange myself. I don't know
schemes...
We trade calendar arbitrage on CME through CQG trader.
What is this? ))
 
Roman Shiredchenko:
What difference does it make? The difference is substantial ))

DC is a layer. And the principles of its operation are somewhat different. In fact, BC is what we want to try. That is to be virtually the AC itself)). The only exception is that we do not have additional clients. But who prevents us from including them?
 
Daniil Stolnikov:
I wasn't talking about Forex trading specifically. So far, this is utopia. I meant stock trading. Even with a leverage - what is the maximum leverage they give? Three? )) And as we know everything is fixed within one stock exchange - the same arbitrage. But we are talking about arbitrage BETWEEN stock exchanges. This is a bit different ... That's why I ask - maybe someone did something like this? And if so, how? Not just theory, but practice. You can assume anything. As the saying goes, "Fear not, do not.

I had an experience of arbitrage between exchanges on the hryvnia/bucks futures in February. On the Moscow local "Junta kaput..." and drove the price to 32, while the patriots on the Ukr exchange let us buy at 27, almost 20%. At the expiry in March, prices almost equalised, so that's the profit.

The problem with inter-exchange arbitrage is that you have to find a common asset. MICEX has futures on Eurobucks and Chicago has them too, but the spread is so small that there is no need to buy.

By the way, there is a Yandex, on the MICEX and in Nasdaq, where you can compare quotations.

On the whole, I like time arbitrage better. A far stock index futures is usually worth more than a near one, if that's not the case = a near sell a far sell.

Or classic, index portfolio buy and stock sell.

 
Daniil Stolnikov:
What is arbitrage?

The classic variant is arbitrage between exchanges. For example, on exchange A you have n units of currency, say Euro/Dollar, for sale at the rate of 1.12600. At the same time on the B exchange we have the same amount of currency to buy at a rate of 1.12700. Suppose I am a broker and have access to these quotes at a certain point in time. What do I need to do to earn on this difference? I need to buy euros for dollars on exchange A and sell those euros for dollars on exchange B. As a result I earn 10 points on four digits. In general, it is the same as it was and probably is done by brokers in the trading rooms of the exchanges around the world.
But transferring money from one country's bank to another takes a very long time. You hardly have time to grab a bid while it's hot. In other words I must have a transit account, which is present on the stock exchange A, and on the exchange B (well do not rush the money from bank to bank - for a fraction of a second it is unlikely). What we offer in the fantasy brokerage company and other Forex kitchens - not that - the situation described above you will never see in the market, and not all brokerage companies do. On the Mosbirch? It seems that you will not see such a situation there either.

Connoisseurs, advise how to implement such a thing? Maybe someone has already done similar? The theory and arguments are certainly good, but I am interested in the practical side of the issue. Implementation schemes - preferably not through a third-party / brokerage firms. With our own hands. That is, I - just a mortal goes, get two brokerage accounts at banks A and B, do this, that and forward ... ))
Maybe it's done using futures/options or something else... Preferably without licenses )) If you want to know something not for narrow circles - I'm waiting for a reply in a private message! Thanks in advance!

Banks do not work with fractional numbers and neither do international transfers. Only with whole numbers, on transfers of 10 or more, and on an interbank swift transfer, the fee will cost 10 times as much as you close your 10 points. Foreign bank accounts are used as savings accounts, not as a speedway where money is sniffed around here and there.

On domestic transfers, fractional numbers up to 2 digits, after the dot, are used for exchanges, shops and other services.

In exchanges, from 4 and above, in general, exchanges set themselves a buffer with which they prefer to trade, at least 5, at least 10 characters after the point. But when profit reaches the output level, the resistance is activated, and the output level is equal to 0.0099 points.

How to implement! To do this, you have to think logically, strategically and geometrically.