From theory to practice - page 510
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I can't tell you as I don't know what to tell you.
Logically the price creeps towards parity.
all right, it's a market, but in commodity markets supply and demand work, in currency markets the Fed rate directs where things move - I can't remember how the Fed rate affects it anymore, but it seems like Cash and Carry strategies banks will use if the Fed rate is high enough
I would suggest to examine the product of two currencies and the deviation from this value. Logically, if EURUSD * XXXUSD, we would have the square of one random variable versus the product of 2 random variables, the only problem is the correlation that occurs between currencies
I would suggest investigating the product of two currencies and the deviation from this value. Logically, if EURUSD * XXXUSD we have the square of one random value versus the product of 2 random values, the only problem is the correlation between currencies.More details and what about the correlation?
In general, I am trying to get a fair price for a pair based on other currencies but so far I have not found anything.
I can't tell you as I don't know what to tell.
Logically, the price is creeping towards parity.
Rather the opposite, crawls in the direction opposite to the wishes of the majority) True, with this approach long trends are poorly explained. Surely, most traders sooner or later start trading in that trend and it is not very clear who and why takes the opposite side.
What about the correlation?
I am doing some research in the field of getting a fair price for a currency pair based on other currencies, but so far I have not found anything.
I was searching for a long time for the relation between gold and currencies, the interesting thing was the dollar in the gold denominator, i.e. I was looking for the dependence of the deviations from the average product of EURUSD * XAUSD, the logic behind this research was that gold trades at other sessions and is not always related to currencies, i.e.If there was a group movement in the sum of deviations of products of currencies for gold, it was implied that it was the change of the dollar's value; if there was no group movement, it meant that other currencies were changing their value and the average price for the dollar was not changing
like this.
I guess so.
I need a break to look for new ideas.
Alas, nothing helped in the last deal - not levels, not ACF, nothing at all...
I can't explain this negative trade, if I want to.
However, the foundation was not set up and managed by the laureates themselves, it should not be exaggerated. In the beginning, the Foundation did very well. The crises in Russia and Asia ruined it. In addition, other traders copied their trades. This describes the market very well - even a very good strategy will eventually become unprofitable. Which, in particular, speaks of the fundamental impossibility of the grail.
Why? )))))
It's OK to blame the crisis in Russia. What have the Nobel guys got to do with it? Hhhhhhhh, chhhhhh, fart!
They're laureates. What's the point?
They've got it all figured out. That makes more sense. I hope so.
2.
And the Grail is the Grail, so that fools don't get it.
What's up? )))))
It's OK to blame the crisis in Russia. What do the Nobel guys have to do with it? Hhhhhhhhhh, chhhhhh, fart!
They're laureates. What's in it for them?
Then the founder of LTCM can be blamed for the crisis of 2008 - then his next fund collapsed) And he managed it alone, without any laureates - they must have taught him well) Now he has a much smaller fund, but in skilful hands...
For example, I decided to look at the 60-minute charts, because the longer is the period, the longer are the calculations.
EURUSD
1/ The graph of increments and dispersion channel.
We can see that the dispersion channel has been broken a couple of times. First upwards and then downwards.
Let's look at the details
1.1 / Breach of upper level.
Signal to sell at 8 am. As I am working by the last candle rather than the current one, it means the order opening time is 08:01 a.m.
Take and stop sizes are known in advance. We open.
Ok! Good, we're closing with a profit.
1.2 / Breakdown of the lower level
The buy signal at 9 am. Open.
Not good, closing on Stop Loss.
GBPUSD
1/ Increment chart and variance channel.
You can hardly see here, but there is a break-down of the upper level if you look in detail.
Let's have a closer look.
Breakdown at 8 a.m., a sell signal. Stop 127 points Take 127*2. We open.
Excellent! Closing on Take Profit.
Conclusion: Of course three trades is not an indicator, we should program them and run the test automatically. What is interesting, the time of opening of two Sell trades coincided a minute to a minute. It is also not a fact and not an indicator, but if you look at the filter there was no loss trade. If you look at the two successful cases the absolute value of deviation was greater than the filter value. And in the case of the losing trade, the absolute deviation value is less than the filter value.
They have taken everything into account. It makes more sense. I hope so.
How can a strategy take into account how the market will ultimately react to it? I don't think you can.
Then the LTCM founder can also be blamed for the 2008 crisis, when his next fund collapsed) And he managed on his own, without any laureates; it seems they taught him well.
It is good to learn from the mistakes of laureates) just like from the mistakes of our theorists. Every one of their mistakes is a lat in TC.
Guys, talk it through. Everyone will benefit from it.