Econometrics: why co-integration is needed - page 7
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Read my first post in this thread.
Thank you. I've read it, it makes a bit more sense, although methodologically I haven't dealt with these stats.
The non-traded index is interesting.
But I've found very correlated instruments among the companies of the same industry, and they will presumably do the same in the future.
So it turns out that one cannot achieve cointegration (between traded instruments) in forex?
Seen it. But for one thing, the interval is very small. It's ridiculous, at least do a year's worth of statistics. And measure the stationarity statistics there already. Secondly, is the dollar index a real trading instrument? Can it be used in trading?
The Regres_1 series that I have called an index is a series derived from 5 (not 6) currency pairs traded on forex using the formula for the dollar index with adjustments for missing swedes.
But that's not the point. If we get the raw data "right", there's still no answer to the question "what to do about it?"
So there is no co-integration in forex?
From your EA I am interested in the quotient and balance values at the same points in time. In the form of /csv. I myself am interested to see the cointegration between the two series. Apparently not everyone has understood the importance of success in this case. Apart from the forward test we will get a more reliable tool.
Click on the file. I'll count it tomorrow.
That's all for today.
San Sanych, not today then :) It's not convenient for me to build it now. I'll do it over the weekend :)
If we get the raw data "right", there is still no answer to the question "what to do about it?"
San Sanych, not today then :) It's not convenient for me to build it now. I'll do it over the weekend :)
I am waiting. I will answer you.
How does one not achieve this? At the beginning of the topic you posted evidence of cointegration.
There is an answer. It was given by anonymous. A derivative is traded - it is called a spread. It is traded in a channel.
I have seen it. But first of all the interval is very small. Ridiculous, at least make statistics for a year. And measure stationarity statistics there. Secondly, is the dollar index a real trading instrument? Can it be used in trading?
It is possible, whoever wants to use it, just by currency: USD, EUR
I don't get it. It's late. I'll look into it again tomorrow.