For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 10

 

and on the real - from 25 to 100% per month...

as there are many arbitrage situations - and on different instruments....


 
Aleksander:
but in real life it's 25 to 100% a month...

It'll do for a start. :)))

Why didn't you start up your fiery car at the Champ?

 
to work in his pocket in the meantime :)
 
Aleksander:
to work in his pocket in the meantime :)
how do you cover a double pair of whiskers?
 
with refills...
 
Aleksander:
with refills...

Is it a constant lot or is it multiplied by a coefficient?
 

There is a branch on spread trading in Meta Trader to discuss pair trading.

Once again, please note the strict inequality (> 2) in the thread title.

 
goldtrader:
A little to the right - is this in order to have time to rebound in this area? Let's say we have traded, we have closed the profit. After that, we build a new synthetic? Or, if the channel is saved, we leave the synthetic unchanged? What are the rules for fixing the loss? 3 sigma?
The synthetic is rebuilt with the arrival of new prices. Any channel strategy can be applied to the synthetic.
 
sanyooooook:
hrenfx, is your recycle looking at inverted pairs?
Yes.
 
hrenfx:
Synthetic rebuilds with the arrival of the new prices.
You mean with every tick or what?