Finding the Natural Relationship of Currencies - page 5

 
Andy Sanders:
as a result, it all collapses quite predictably on OOS.

Well, maybe if you can't overcome unsteadiness, you should take the lead.

and remind the Joker`s grand picture from the topic of moneyballs, around which a lot of copies were broken))) transcendreamer talked about it too.


 
ivanivan_11:

Well, maybe if you can't overcome unsteadiness, you should take the lead.

and remind of the Joker's grand picture from the doughnut thread, which has been the subject of much discussion))) transcendreamer has also talked about it


 
Vladimir Suslov:
From your explanation, I did not understand what the components are and how they are counted.
Can you elaborate on that?

It goes like this:

Synthetic in minimum lots. Its price is 5.881 USD.

EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1

Components after normalization

USD EUR GBP JPY AUD CHF CAD NZD
0; -0.57251463;0.41513535;-0.49782752;0; 0.19083821;0.46436859;0
 
Mislaid:

Like this:

Synthetic in minimum lots. Its price is USD 5.881

EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1

Components after normalization

USD EUR GBP JPY AUD CHF CAD NZD
0; -0.57251463;0.41513535;-0.49782752;0; 0.19083821;0.46436859;0
1. why were these particular indices chosen?
2. why should the sum of indexes be equal to 1?
 
Perhaps the synthetic itself is not trading, but the change in the component

can you see the movement of currencies?
 
Mislaid:

Like this:

Synthetic in minimum lots. Its price is USD 5.881

EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1

Components after normalization

USD EUR GBP JPY AUD CHF CAD NZD
0; -0.57251463;0.41513535;-0.49782752;0; 0.19083821;0.46436859;0
It's not a stint at all.
 
Дмитрий:
It's not a stint at all.
Exactly ))

http://dic.academic.ru/dic.nsf/ushakov/1024250
СИНТЕТИК - это... Что такое СИНТЕТИК?
СИНТЕТИК - это... Что такое СИНТЕТИК?
  • Д.Н. Ушаков.
  • dic.academic.ru
СИНТЕТИК СИНТЕТИК
 

The same thing can be written in different ways. It doesn't change the essence if you don't treat it as a religion.

Attached is an example of a vector calculation fora basket of currencies.

Files:
tcp3ii.zip  3 kb
 

HM, the topic can be developed further.

P/S I will voice my puzzles and questions.

 
Mislaid:


It is not a synthetic.

A synthetic is a virtual trading instrument calculated on the basis of currency pair quotes.

Don't make this up