Spread trading in Meta Trader - page 3
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Strange as it may seem. In B. the GCZ9 trades virtually around the clock (00:00 - 23:15, comex), but in A. from 14:20 to 19:30. Yes, and the quotes do not match up quite often. Different stock exchanges, I suppose? Or A. does not tie its CFD quotes to specific futures, and indeed acts as market maker for them...
Tsezka, maybe in that case arbitrage between A and B would do something?
At a time when CFDs are traded both there and there.
Tzezka, maybe in that case arbitrage between A and B would give something?
At a time when CFDs are traded in both.
Attached is a csv file in the format "Time,DifferenceA**IB**Open Price".
I advise to pay attention to extrema - there are under 10$.
For example,
A:
B:
And may I see the realization (code) of this Expert Advisor?
I'll probably upload it to CodeBase when I'm done. But in principle there is nothing interesting there - calculation of current spread, calculation of average one, and opening of deals depending on current trend (backward or contango) and spread size.
I don't understand about the trial. What does that have to do with your case?
It was irony about the court, I don't think they will hire lawyers who cost "450 euros for 1 hour of work".
Tzezka, maybe in that case arbitrage between A and B would give something?
At a time when CFDs are traded both there and there.
Arbitrage between DCs even on FOREX instruments is super profitable trading. Another thing is that such arbitrage is easily detected by any of the DCs. And there are always problems with payments. Just the arbitrage between brokerage companies - is the use of weapons against traders (filters, shifts, etc.) against the brokerage companies themselves.
From brokerage side this is called market maker. On the trader's side it is called "cheating".
With a smart approach it is possible to earn up to 10K - a real task. More is difficult to squeeze out.
And arbitrage inside one quotation source (or on several ones - interbank) is also a reality. But it has its own technical difficulties.
I have never used cheating myself.
The author uses spread trading quite correctly - statistical arbitrage between correlated trading instruments. This is all reality and it is statistical arbitrage that is most often referred to as "arbitrage", although in fact it is not.
The best place for statistical arbitrage is inefficient markets. FOREX is one of the most efficient markets, because it is the most liquid and automated.
The inefficient markets are those with low popularity, where automation has not yet developed to a decent level. That is a paradise for statistical arbitrage. The only thing is that there is relatively little liquidity there. That is enough for small trading.
.. Another thing is that such arbitrage is easily detected by any of the DCs...
Can you tell us more about how a brokerage company can detect such arbitrage? After all, for this, brokerage company must have access to client's trade history in all other brokerage companies. How will they know exactly where I open the second position and whether I opened it at all?
It's simple - most trades will be open-closed on short-term local extrema.
Unprovable...
MM and chitin' tinny!
What else have the Dats come up with? and what else will they come up with?
We'll just keep repeating ourselves...
Yes!
And don't forget the tinest tin of some dats: position anuresis
;)))