Once again, arbitrage, pair trading. - page 5
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What kind of sales, I'd rather do it for myself first ) The problem may be that it constantly recalculates the coefficients, it should be taken into account.
What were the dates there? can't remember.
October 7, 2016
7 October 2016
Immediately after the results of the referendum on 23.06.2016 on Britain's exit from the EU were announced, the British pound fell against the US dollar, although this was in any case to be expected. But not even sceptics predicted such a sharp fall from 1.5 to 1.32.
Immediately after the results of the referendum on 23.06.2016 on Britain's exit from the EU were announced, the British pound fell against the US dollar, although this was in any case to be expected. But such a sharp fall from 1.5 to 1.32 was not predicted even by sceptics.
7 October 2016 2am
Falling from nothing - just like that
Immediately after the results of the referendum on 23.06.2016 on Britain's exit from the EU were announced, the British pound fell against the US dollar, although this was in any case to be expected. But such a sharp fall from 1.5 to 1.32 was not predicted even by sceptics.
Anyway want to see the October 7, 2016 spread in the gif
I'll hang it on the wall.
So your autograph is welcome7 October 2016 2am
Falling out of nothing - just like that
This is the second one, the first one was at the time of leaving the EUon 23.06.2016, you can see on the chart
Anyway I would like to see the spread in the gif
I'll put it on the wall.
Pretty tight, 120 pips on m15 :) clickable
And the curious thing is that the spike was exactly at the top of spread, i.e. it was like a sell signal... i don't know why. And then the ejection downwards before the correction, i.e., it was also good... but I have to make a TS, I don't know why
Well pretty tough, 120 pips on m15 :) clickable
Probably all the pair trading here went down the drain
//thank you!
Personally I have no idea how to trade hereMost likely all pair trading is out of the window here
//thank you!
you need to filter by dispersion or some other parameters, i will have to think about it
or at least turn off before the news, even DTs have restricted the conditions at these news
to do this, you need to filter by dispersion mb or some other parameters, i will have to think about it
or at least turn off before the news, because even the dtS limited the conditions at these news
ok, is it possible to show the spread of 7 october 2016 in the gif?
Well there are no miracles, about the same, around 100 p. I could try a non-linear model, NS or something else, then I will try