Arbitrage as it is. How and where? Implementation? - page 11

New comment
 
Alexander Laur: If you reject someone else's assertion, then bother to give an argument, so as not to be a blabbermouth.

There are already two of them ;)

How do you solve the problem of lot accuracy? On mt 0.1 or 0.01 lot is not enough at all.

 
Alexander Laur:
The margin alignment of positions, i.e. the margin of all positions should be the same.
He means accuracy, for large lots it is not critical, but for lots like 0.03, etc. it is quite a big error.
 
Alexander Laur:
If you reject someone else's assertion, then do your best to make an argument, so as not to be a blabbermouth.
Firstly, I would like a basic culture of communication. Did you notice that I merely called the idea you expressed (which is very likely not yours, but a paraphrase from other sources) a fallacy, without being facetious? Your lunge about "not being a blabbermouth" somehow doesn't fit into the logic of cultural communication...
Now on the merits of the discussed idea of a market-neutral portfolio of 3 currency pairs. Everything is checked elementary, make an experience - create a portfolio of three currency pairs with a total value of $300 ($100 in each currency) at some point in time on trading history. After some time on the history recalculate the total value of this portfolio, it will not equal $300. If you do not want to bother with calculations, run in the tester a simple code for a one-time opening of positions on these three pairs (with the condition of the same value of position volumes in $) and observe the graph, how the history will "stagger" equity.
 
Alexander Laur:

....

"Have you done what you suggest yourself?" - yes I did.
"About culture: a cultured person doesn't need to be reminded of the argumentation of his/her statement, especially if that statement refutes the opponent's point of view. " - "Opponent", it turns out, does not need to argue his statements in order to continue to be an "opponent"... and for some reason you suggest that I'm not a "blabbermouth"... It's kind of a double-edged sword.
"I recommend that you re-read my post thoughtfully." - please specify which one of your posts? I will definitely reread it thoughtfully (although I don't usually do it thoughtlessly when I first read it).
 

Arbitrage is a livelihood for dreamers.

The price on the screen is the last price received and the next time an order is given, it may be the opposite for both brokers + 2 spreads...

Arbitrage is a waste of time.

 
You get banned for arbitrage. If you try to cheat the industry, it will resist.
1...4567891011
New comment