A topic for traders. - page 133

[Vladislav Vidiukov]

Vitaly Muzichenko #:

Is interest like that? I'll go and do some research.

What will you do when the pairs go into a big negative?

Vitaly, please answer the question!

[Aleksei Stepanenko]

This is a real problem. The pairs do go into deficit :)

[Vitaly Muzichenko]

Aleksei Stepanenko #:

This is a real problem. The pairs are going down :)

I have already answered this question several times, you must be reading it diagonally too.

[Vitaly Muzichenko]

Comrades Moderators!

Please clear the topic of flooding, PLEASE!

[Vladislav Vidiukov]

Vitaly Muzichenko #:

I have already answered this question several times, you are apparently reading it diagonally too.

Vitaly, you have NEVER answered my question. Well, if it's not too much trouble, please answer now: What will you do when the pairs go badly into deficit?

[Valeriy Yastremskiy]

Aleksey Nikolayev #:

For the sake of interest, I counted the cointegration. It is missing for these pairs.

On a large period of time. On smaller periods it can be found. It's just that the periods of profit loss are smoother and trading is more comfortable.

[Aleksei Stepanenko]

Vitaly, I'm not talking about your couples, I'm talking about mine

[Vladislav Vidiukov]

Vitaly Muzichenko #:

Comrades Moderators!

Please clear the topic of flooding, PLEASE!

Vitaly the topic will be cleared of flooding. Please answer the question (if you have already answered it, please answer it again) . Question: What will you do if the pairs go badly into minus? If the pairs never converge?

[Valeriy Yastremskiy]

osmo1709 #:
Vitaly the topic will be cleared of flooding. Please answer the question (if you have already answered it, please answer it again) . Question: What will you do if the pairs go badly into deficit? If the pairs never converge?

Reverse the positions. The last sentence is essentially absurd.

[Vladislav Vidiukov]

Valeriy Yastremskiy #:
Will reverse positions. That last phrase is absurd in essence.

Yes, yes, that's what I mean. So correlation doesn't work. Correlation trading is all about looking for SMALL divergences to take the same SMALL profits. And the loss can be HUGE.