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It occurred to me that if a brokerage company hedges by opening reverse positions on the exchange, they pay a commission, and since they are losing the spread (commission), they are also losing money. Naturally, it is not profitable for them.
Further, if they do not withdraw any positions, then it turns out that the chip is really in the plum.
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It occurred to me here, if DC hedged by opening reverse positions on the exchange, they pay commission, and since the plum from the spread (commission), it turns out they also plum. Naturally, it is not profitable for them.
Further, if they do not withdraw any positions, then it turns out that the chip is really in the plum.
My calculation is in the excel, enclosed. Maybe someone will check it out for fun.
My calculation is as follows.
Probability of take = 0.45. When you take it, the depo doubles. What is the probability that the virtual deposit will double 7 times (become equal to 128)? It is 0.45 ^ 7 (events are independent, rule of probability multiplication) = 0.003736695. If this happens, the profit will be 128 - 1 = 127. Real equals 127, to double it, the virtual deposit needs to be drained 127 times (not including the spread for the real).
According to Bernoulli's scheme.
We flip a coin 7 times (P for heads = 0.55; P for heads = 1 - 0.55 = 0.45). What is the probability that at least one tails will fall. This is the opposite of the event where no tails will fall - all heads will fall. Equals 1 - P of heads ^ 7 = 1 - 0.45 ^ 7 = 1 - 0.003736695 = 0.996263305.
Next, we repeat the series of 7 coin tosses 127 times. Somehow we have to do the math...
it occurs to me that if a brokerage firm hedges by opening reverse positions on an exchange, they pay a commission
Ы? And why reverse?
I didn't think about it, but in any case it's the spread that's losing (this is not a statement, this is a belief imposed on me) )
ZZZY: otherwise it turns out the spread only drains reverse trades
ZZZY: the thought was not considered and vyplunta, if many lose, then why DC open hedging position in the same direction? The benefit is the difference in commission, they get more from the client than they give when they open (not a fact) a position. In this case, the option either do not open any positions or work against (just my thought).
But in any case it is the spread that makes you lose (this is not a statement, it is a belief imposed on me) )
No, why? It's enough to put all the losses into the final spread and keep a little for yourself :) .
Spread translates as something you spread on bread ))))
Spread is what you spread on bread ))))
Yeah, I calculated the impact of the spread on the real account (within the same system). It turns out that it makes the weather. The more steps of doubling the losing depo, the more spread eats up, and, for example, if spread is only 1% of passed corridor, then after 5 steps of doubling and 6th step of losing, the real account will not have +1 lost virtual, but -0,26. That is not even to the plus of the whole series. It gets worse from here. In short, the spread spoils the whole thing...
Yes, that's why I gave up martin.
SZS: we need as little open positions as possible, or rather we need a small turnover...
Yeah, that's why I gave up martin. Thank God it was stopped in time.
SZS: you need as few open positions as possible, or rather you need a small turnover
That's fantastic. In order to lose with small turnovers you need to guess the price direction, which is tautological for an earning EA.
The fastest way I cited is doubling the lot, losing on the first tails (or eagle) in the series. The rest is stretching the drain.