On the unequal probability of a price move up or down - page 180
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Are you betting on a currency or a currency pair? Therein lies the difference.
That's a good question. Right now I am betting on the existence of a mutual movement of pairs relative to each other, in which at least one of the pairs is on the plus side.
Pair movement is complex (if I may say so), currencies are primitives, their movement can possibly outpace that of the pairs. Therefore, of course, the currency is primary.
Good question. Right now I am betting on the existence of a mutual movement of pairs relative to each other, in which at least one of the pairs is on the plus side.
The key is not to confuse balance sheet growth with equity growth
By the way, it's the same in the box... almost, because 50% is on the plus side and not 33%.
It is even more interesting to form a triangle asynchronously.
Do you mean different entry times for different pairs?
Where's TC gone ?
"Varying" - I guess that's the point, as long as you vary it in the right direction, it all works.
Where has TC disappeared to?
"Quietly waiting for profit" (c)
"Quietly waiting for profit" (c)
If you have not fixed the profit that you wanted in due time (something up to 500 coons), and there was an opportunity to do so:
then yes, he's waiting for the profit... but he'll have to wait a long time... very...
The most unclear issue is the calculation of lots. Usually they explain it this way: that instruments can have different volatility and point value, and therefore this imbalance should be eliminated by using the lot ratio. All right, we corrected it, and for some time the pairs began to have the same rate of change of the eviti. But in this case, the spread of these balanced pairs will stagnate around zero. Do we need it? We are trading the spread.
It is not clear on what interval we should calculate the volatility. Suppose we calculate it for one month, one week, one day or 4 hours. The results will differ very much.
All these uncertainties result in the fact that some believe that we should enter with equal lots, and I understand them.
Who has an opinion on this issue?
The most unclear issue is the calculation of lots. Usually they explain it this way: that instruments can have different volatility and point value, and therefore this imbalance should be eliminated by using the lot ratio. All right, we corrected it, and for some time the pairs began to have the same rate of change of the eviti. But in this case, the spread of these balanced pairs will stagnate around zero. Do we need it? We are trading the spread.
It is not clear on what interval we should calculate the volatility. Suppose we calculate it for one month, one week, one day or 4 hours. The results will differ very much.
All these uncertainties result in the fact that some believe that we should enter with equal lots, and I understand them.
Who has an opinion on this issue?
...
Who has an opinion on this?
One thing is clear so far - profits may or may not be forthcoming, it's pretty clear on that.
And as the old laundry detergent ad goes, "If there's no difference, why pay more?" ))
The most unclear issue is the calculation of lots. Usually they explain it this way: that instruments can have different volatility and point value, and therefore this imbalance should be eliminated by using the lot ratio. All right, we corrected it, and for some time the pairs began to have the same rate of change of the eviti. But in this case, the spread of these balanced pairs will stagnate around zero. Do we need it? We are trading the spread.
It is not clear on what interval we should calculate the volatility. Suppose we calculate it for one month, one week, one day or 4 hours. The results will differ very much.
All these uncertainties result in the fact that some believe that we should enter with equal lots, and I understand them.
Who has an opinion on this matter?
What's wrong with the classic approach of pair trading - calculating asset ratios using the beta coefficient?