Econometrics: bibliography - page 11
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
and here's the sequel - there was your rattling flat on the plot too... and the trades were not insignificant....
SZS - the extra trades were with a constant lot - no lot manipulation strategy was used....
why wouldyou lose :-)
like in this picture - where at a certain bifurcation we buy the bottom pair / sell the top pair, and when they close, the trades are closed...
at
What about cointegration? Isn't that the basis of the Pair Trading Principle? - You already have the theoretical basis.
You only have to create an efficient algorithm for building a portfolio, determine (formalise) the rules for entering and exiting positions, calculate the MM and RM, and go... go to the open spaces of Forex - to earn money :-)
What about cointegration? Isn't that the basis of the Pair Trading Principle? - You already have the theoretical basis.
You only have to create an efficient algorithm for building a portfolio, determine (formalise) the rules for entering and exiting positions, calculate the MM and RM, and go... go to the open spaces of Forex - to earn money :-)
I just wanted to write.
Alexander, you understand that this is not the main thing, that you are only showing the wrapping, do not fool people. you instill in them the importance of the wrapping, but the essence is not there, isn't that mean?
how not there?- I suggest that we move on from Theoretical research onthe subject - to Practical action...Making money...
and hinting at how to do it... look at my branch in alpari - the grail is almost 4000 posts devoted to pair trading - where I - have laid out the basic principles of building the TS
There are also forums where such topics have been discussed - and I have contributed to them :-) - For those people who want to do something and try it - and don't expect a free solution
in the form of a ready-made advisor that brings them money... I have a sharply critical attitude towards such people...
they don't want to think for themselves, they don't have to... Let them be the Meat in the market - so they can get lost - giving me the opportunity to make money
Once you have built a stationary form of equity on a certain period (window) of data, your stationarity will immediately disappear when you go outside that window...
Repeat as many times as you like. You'll realise how deluded you are when you get to practice without using "shamanism", as faa1947 has accurately pointed out.
See .Recycle by Dickfix...
Watched it, a long time ago. They didn't even quote the prices to the same unit, so what's next?
why thehell would you do that :-)
like in this picture - where at a certain bifurcation you buy the bottom pair / sell the top pair, and at their collapse the trades are closed...
Picture a chart of the value of the same portfolio for at least a couple of months.
As for your example in principle - pair trading on currencies is nonsense. Count your positions in each of the currencies involved and you will see that your position is not even close to neutral to the market.
Graph the value of that same portfolio over at least a couple of months.
portfolio-dynamic should be, it is so, as a supplement.
What about cointegration? Isn't that the basis of the Pair Trading Principle? - You already have the theoretical basis.
You only have to create an efficient algorithm for building a portfolio, determine (formalise) the rules for entering and exiting positions, calculate the MM and RM, and go... go to the open spaces of Forex - to earn money :-)
As for your example in principle - paired currency trading is nonsense.