Question for the pros: is a stable profitable EA a myth? - page 6

 
Suit yourself. I don't really care, after all.
You can take it as it is...
 
timbo:

There's nothing wrong with"us" with logic. ...


The highlighted "We" is actually a kind of quote :)))

Proceeding from

By quoting someone, you are trying to give extra weight to your words/ideas, to rely on the authority of the quoted person, i.e. authority is implied a priori.

We've reached the point where Timbo respects and acknowledges the authority of the pig-saurus :)

 
gip:


The highlighted "We" is actually a quote of sorts as well :)))

Based on...

We have come to the point where Timbo respects and acknowledges the authority of the swine-saurus :)

I've talked to him (Porksaurus) several times and my opinion he's adequate and a low drinker!
 
You're going to ruin his stage persona
 
gip:
You're going to ruin his stage persona

Maybe it's the Artist who's dying in him....
 
timbo:
Pairs trading

Pairs trading is a form of arbitrage.

From Wiki

"As an economic term, "Arbitrage" was first used in 1704 by Mathieu De la Porte in his treatise "La science des negocians et teneurs de livres" ("The Science of Trading"), to refer to the procedure for examining various exchange rates to find the most profitable places to issue and pay bills."

Such things.

ZZY I was recently practically "poked" into this strategy, I liked it, although it is not my style, I am slowly learning it ))
 
Abzasc:

Pair trading is a type of arbitrage.
...
Wiki is no authority on the subject. Arbitrage is profit without risk, money for nothing, girls for free. Pairs trading has many varieties, sometimes it is called statistical arbitrage, which is wrong, but they all carry risk. That is, it is not arbitrage. Unlike macdacs, it has a scientific basis and there is a lot to work with.
 
timbo:
Wiki is not an authority in this matter. Arbitrage is profit without risk, money for nothing, girls for free. Pairs trading has many variations, sometimes it is called statistical arbitrage, which is wrong, but they all carry risk. That is, it is not arbitrage. Unlike macdacs, it has a scientific basis and there is a lot to work with.


So be it. Except that 'the procedure for looking at different exchange rates to find the most profitable places'. Not clusters, by any chance?

Surely Pairs trading is not described by some "well-known trader"? (Lazy to search.) And who "adapts" the scientific basis to the market? Is it not mathematicians who have become traders?

I'm trying to make a simple point - it doesn't really matter who voiced it. The fact that Nison wrote about Japanese candlesticks did not make them stop working, no matter what kind of trader Nison was.

Anyway, no harm in reading )).

 
Abzasc:


Surely Pairs trading is not described by some "famous trader"? (Lazy to look it up.)

I would be very surprised if it is.
 

Probably described, although the method itself appeared recently, about 25 years ago.

But when they talk about stat.arb., there is usually more maths there than when they talk about MACD :)