For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 35

 
Freud:

what the fuck does the input signal have to do with it, why did you bring it up now, we were looking at equity, bam the input signal appeared.....
This is some kind of news.)
Well, all the majors are gone, one's left.
(doesn't matter here)
 

Meanwhile...looks like the pound is down

 
sv.:

1) agreed
2) The thing is, no matter what affects it, equity shifted from the balance (opening), the stronger, the better.
3) I didn't think about it.

Indeed, would the EURGBP cross move if the JPY collapsed?
Although, as hrenfx said, GBPJPY can be disregarded as it consists of majors, that is, if we reword the question: Will EURGBP move if there is a movement in USDJPY due to Japanese intervention? If this movement has little effect on EURGBP, then imho, the other crosses can be disregarded and only EURUSD and GBPUSD can be taken into account.


What does USDJPY movement due to Japanese intervention and EURGBP movement have to do with it ? You take 4 different currencies and compare them.

OK, I'm getting a bit abstruse, it's just my semi-abstract conclusions, don't mind me.....)). By the way, look in the Makdi thread, maybe you can suggest something, because no one is talking, maybe the forex millionaires haven't come home from work yet ...))

 
Assuming that all currencies are needed, EURGBP is indirectly related to JPY via GBPJPY.
And if we assume that GBPJPY does not carry any additional information, and consists of major GBPUSD and USDJPY.
Therefore, may EURGBP be affected by the USDJPY movement?

You can check on the history. Select the moment of intervention of JPY and look how EURUSD, GBPUSD, EURGBP behaved.
If EURGBP does not change within the fluctuations of EURUSD, GBPUSD, we may disregard other crosses, and stop at EURUSD, GBPUSD.
 
Freud:


Why should the USDJPY rise due to Japanese intervention and the EURGBP rise? 4 different currencies and compare the EuroJPY and GBP makes sense.

I'm getting a little abstruse, it's just my semi-abstract conclusions, don't mind me..... By the way, look in the Makdi thread, maybe you can give me some tips, everyone is quiet, maybe the Forex millionaires haven't come home yet from work ...)))


i am not good at macd's (
 
Freud:

What's your strength? ) Well, he's not a mcdee anymore.)

OffTop : (I root for Manchester United ) )
 
Freud:
at the stadium ? and at what point in the universe is this battle taking place ?

54°06′00″ N. 28°21°00°E.
further down the line.
 

Afternoon.

Can anyone share an indicator showing equity of virtual trades?

I would like it for each pair and the total.

 

Good afternoon.

The branch owner was talking about the instability of constructed spreads. I.e. OutofSample all properties of a "stationary" spread are lost.

Here is an example of a spread I built. Pairs included in the spread: USDJPY,EURUSD,GBPUSD,EURGBP.

Spread plotting area:

OutofSample:

As we can see, the spread has not changed its structure so drastically in 1000 reports. Taking into account the recalculation of weights, for example, every 10 reports, you can use the spread.

 

How are the weights of traded instruments calculated? What do we buy, what do we sell?