Arbitrage as it is. How and where? Implementation? - page 10
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Every topic is politics.
Boring...
Sanya. Let's do it again - a field, a handkerchief in your jacket pocket. All right. I know it's not going to happen. :-) ENOUGH!" !!!!!!!!!!!!!!!!!!!!!
Married myself.
Sanya. Let's go again - the field, the handkerchief in your jacket pocket. It's okay. I know it's not going to happen. :-) ENOUGH!" !!!!!!!!!!!!!!!!!!!!!
Married myself.
what just happened??? Wrote a comment. There was nothing in it that was forbidden. No advertising, no propaganda. Described what a free float is and that you can't buy a company on the exchange. And that got deleted? What for? Moderators? I think the word "moderators" comes from the word "freaks".
maybe that was too liberal a thought
smiley
Interesting that my post where I wrote the formula for the stock spread was also scrubbed
Maybe it was a grail and that's why it was removed.
You can't put a grail in the public domain.
Interesting that my post where I wrote the formula for the stock spread was also scrubbed
Maybe it was a grail and that's why it was removed.
You can't put a grail in the public domain.
Interesting that my post where I wrote the formula for the stock spread was also scrubbed
Maybe it was a grail and that's why it was removed.
You can't put a grail in the public domain.
Please email the spread formula, I didn't know it was based on a formula, it's very interesting.
The answer is NO WAY!!!
Have you heard about the transatlantic cable between New York and London? That answers your question. Do you want these uncles to let you into their pie?
Let me tell you about one kind of arbitrage within the same office, but ....... Execution of orders kills it for good. :(
So, you create a market-neutral portfolio of currencies (triangle):
buy EURUSD and USDJPY;
sell EURJPY.
The fact that you get a neutral portfolio is clear from the formula: EUR/USD * USD/JPY = EUR/JPY. According to the rules of arithmetic, the left side of USD is reduced and we obtain EUR/JPY, i.e. the left side is equal to the right one.
Now for the arbitrage itself.
1. Ask (of the portfolio) = Ask (EURUSD) * Ask (USDJPY) / Bid (EURJPY).
2. Bid (portfolio) = Bid (EURUSD) * Bid (USDJPY) / Ask (EURJPY).
Fluctuations of the price of this portfolio occur around 1.0, at that Ask fluctuates, as a rule, above 1.0, and Bid - below 1.0. But during the day there are short-term fluctuations when Ask drops below 1.0 and after a while Bid rises above 1.0 !!! Classic arbitrage, with separation by the time of entry and exit from the trade. That is, when the Ask price drops below 1.0 - we buy the portfolio, when the Bid rises above 1.0 - we close the portfolio. This is a risk-free trade, as the portfolio is neutral. It means that if one currency moves, others will compensate for this move.
Do not give holy unto the dogs, neither spiritual pearls to pigs, not to trample them under their feet, and turn again and rend you
The answer is NO WAY!!!
Have you heard about the transatlantic cable between New York and London? That answers your question. Do you want these uncles to let you into their pie?
Let me tell you about one kind of arbitrage within the same office, but ....... Execution of orders kills it for good. :(
So, you create a market-neutral portfolio of currencies (triangle):
buy EURUSD and USDJPY;
sell EURJPY.
The fact that you get a neutral portfolio is clear from the formula: EUR/USD * USD/JPY = EUR/JPY. According to the rules of arithmetic, the left side of USD is reduced and we obtain EUR/JPY, i.e. the left side is equal to the right one.
Now for the arbitrage itself.
1. Ask (of the portfolio) = Ask (EURUSD) * Ask (USDJPY) / Bid (EURJPY).
2. Bid (portfolio) = Bid (EURUSD) * Bid (USDJPY) / Ask (EURJPY).
Fluctuations of the price of this portfolio occur around 1.0, at that Ask fluctuates, as a rule, above 1.0, and Bid - below 1.0. But during the day there are short-term fluctuations when Ask drops below 1.0 and after some time Bid rises above 1.0 !!! Classic arbitrage, with separation by the time of entry and exit from the trade. That is, when the Ask price drops below 1.0 - we buy the portfolio, when the Bid rises above 1.0 - we close the portfolio. This is a risk-free trade, as the portfolio is neutral. That is to say, if one currency fires, the others will compensate for this fire.
If you reject someone else's assertion, then you'd better make an argument, so as not to be a blabbermouth.
This topic has already been chewed up to the hilt.
http://forum.mql4.com/ru/44710 From here onwards