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Roman, if an index hedge has a right to life, but a hedge
sell 0.40 eurjpy + buy 0.40 usdjpy = sell 0.40 eurusd cannot be considered a hedge.
You have to call it a hedge.
This only smells of big money to grief theorists like timbo here, for with such statements he has also proven to be a profane financial mathematician.
Two thirds of the hedge funds in the world use variations on pairs trading. That's a lot of money.
Spreads can be created from anything, not just two indices.
I think it's risky with currencies.... The eurjpy and usdjpy certainly correlate with each other but only for the time being... When eurusd gets a huge candlestick, it will either be a huge plus or a huge minus on the spread.
There are options here. Provide such operating hours for each "tandem" - at which the risk of such tactics is reduced to the minimum acceptable.
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More closures:
19780538 2009.12.31 12:12 sell 0.40eurjpy 133.16 0.00 0.00 2009.12.31 13:00 133.10 0.00 0.00 0.0025.96
19780539 2009.12.31 12:12 buy 0.40 usdjpy 92.40 0.00 0.00 2009.12.31 13:00 92.42 0.00 0.00 0.008.66
19781285 2009.12.31 13:11 sell 0.40 eurjpy133.16 0.00 0.00 2009.12.31 13:31 133.12 0.00 0.00 0.0017.32
19781286 2009.12.31 13:11 buy 0.40usdjpy 92.40 0.00 0.00 2009.12.31 13:31 92.40 0.00 0.000.00
Two-thirds of the hedge funds in the world use variations on pairs trading. That's a lot of money.
Spreads can be created from anything, not just two indices.
I'd like to see what a hedge fund can short.
You have to call it a tandem somehow.
How can it be a tandem if it is a disassembled EURUSD pair?
The approach is correct, but the instruments in this case are poorly chosen.
Correlated indices, stocks, commodities (different types of oil ...) are the right ones.
Maybe that's a bad thing. I won't argue .
But I don't think anything should be neglected. Even things that, at first glance, don't seem quite right. And then - it's not exactly EURUSD.
It's EURUSD put through the "filter" of JPY! Who knows, maybe this and other variants may work under certain conditions.
We should experiment. Collect online statistics. On different, often incompatible tools.
For, here it is expedient, - precisely, non-standard approach + automation!
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Another closing :
19781436 2009.12.31 13:32 sell 0.40eurjpy 133.11 0.00 0.00 2009.12.31 14:32 133.24 0.00 0.00 0.00-56.10
19781437 2009.12.31 13:32 buy 0.40 usdjpy 92.40 0.00 0.00 2009.12.31 14:32 92.66 0.00 0.00 0.00112.24
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And then - it's not exactly EURUSD.
It's EURUSD, filtered through the JPY !
"Someone else's MA or what?
And then - it's not exactly EURUSD.
It's EURUSD, filtered through the JPY !
I don't really understand about the JPY filter. But in my opinion, in this case: sell 0.40 eurjpy + buy 0.40 usdjpy = sell 0.40 eurusd = very strict equality corrected for 1-3 pips spread.
Arguments: the lots of the pairs are equal, the point values of the pairs are also equal. As soon as the trend of EURUSD starts moving against the open hedge, the losses may increase infinitely, if the pair's price does not return to its previous levels. By the way, do you have a mechanism for fixing of losses on open hedges?
Maybe that's a bad thing. I won't argue .
But I don't think anything should be neglected. Even something that, at first glance, doesn't seem quite right. And then - it's not exactly EURUSD.
It's EURUSD put through the "filter" of JPY! Who knows, maybe this and other variants may work under certain conditions.
We should experiment. Collect online statistics. On different, often incompatible tools.
For, here it is expedient, - precisely, non-standard approach + automation!
For unconventional approaches, see Trade-Arbitrage. There are both hedge (real) and perfectly correlated synthetic tools and statistics...