Once again, arbitrage, pair trading. - page 10
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But a bunch of instruments...it still can't smooth out periodic spikes in the same pound...i.e. no direct correlation and no capital flow to other currencies
even better ) only I'll probably upset you early on and it won't do anything )
hahaha well then you should go to bed )
But a bunch of instruments... it still can't smooth out periodic spikes in the same pound... i.e. no direct correlation and no capital flow to other currencies
Maxim, I wrote above.
And if we normalize the majors to the dollar index as a coefficient?
Almost everyone has such an index now.
Then there will be no signal at all at the moments of emissions caused by the national currencies, not the dollar?
But a bunch of instruments... it still can't smooth out the periodic spikes in the same pound... i.e. there is no direct correlation and no capital flow to other currencies
neither direct nor indirect. the main conclusion is drawn )
And please look now audchf / nzdjpy
They have different digits, spreads need to be normalised, otherwise it will show too much variation.
if anyone sells the audusd won't lose out ) just don't get greedy....
Maxim, I wrote above.
What if we normalize the major currencies by the dollar index as a coefficient?
Almost everyone has an index like that now.
Then there would be no signal at all at the moment of emissions caused by the national currencies and not the quid?
I don't know, I'll have to try it later... but it's not all about currencies, I should look at indexes/shares, cryptos... maybe something interesting will turn up
I'd have to do an autodiscovery.
if anyone sells the audusd won't miss out ) just don't get greedy....
What kind of sales, I'd rather do it for myself first ) The problem may be that he is constantly recalculating ratios, you have to take it into account.
Not only will it change weights quite a bit, but the "good spread" will be on random data and in addition depend on which of the characters is fitted to which multiple regression.
Not only will it change weights quite a bit, but the "good spread" will be on random data and also depend on which of the characters the multiple regression is fitted to.
that's the way it is.