Question on pair trading. - page 7

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Demi:


If it is just a detrended series then why is he talking his cointegration nonsense?

Perhaps he is building a cross regression through a single currency pair. But this is even more nonsense - is he defining the cointegration of the regression and the series? Does he not realise that this is nonsense?

In short, posting a chart should at least explain it

And what else can he do? He wants to show high level of competence in econometrics and at the same time he does not want to divulge too much, so that this knowledge does not become known to the masses and does not generate unnecessary competition. So everything is natural and understandable).
 
khorosh:

I assume that the trend is removed from EURGBP.

here is something similar (formula in the additional window):

it's just a matter of figuring out how to buy/sell MA(EURGBP,M30,20) and the grail is in your pocket
 
ZZZEROXXX:
And this is for what period of SCO?

Everything has been explained many times.

Do your own research. When you have learned the meaning of words, please, let's discuss the specifics. Training, by the way, without me.

 
faa1947:

Everything has been explained many times.

Do your own research. When you have learned the meaning of words, please, let's discuss the specifics. Training, by the way, without me.


Why did you put a stupid picture in the thread?
 
Did I ask some kind of nonsense?
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