Pair trading and multicurrency arbitrage. The showdown. - page 35

 
If there is no cointegration, there can be no profit in arbitrage....

Well, learn the basics, mum's indicator experimenters...
 
mytarmailS #:
If there is no cointegration, there can be no profit in arbitrage....

Well, learn the basics, mum's indicator experimenters...

You are certainly very serious in your statements. But there's no need to offend practitioners. You'd better give me some links to the material on cointegration. Thank you.

 
Roman Poshtar #:

You are very serious in your statements. But there is no need to offend practitioners. It is better to give links to the material on cointegration. Thank you.

There is no cointegration in Forex.
 
Vladislav Vidiukov #:
There is no cointegration in Forex

How were the tests conducted? What were the results?

 
Dmytryi Nazarchuk #:

How were the tests conducted? What were the results?

Co-integration is when pairs do not diverge strongly, but periodically converge again and again. Without tests, it is clear that such a thing is impossible in Forex
 
Vladislav Vidiukov #:
Co-integration is when pairs do not diverge strongly, but periodically converge again and again. Without tests, it is clear that this is impossible in Forex

Ahhhh, that's it....

AUDUSD-NZDUSD chart, D1, standardised data, 2009-2023.

Are they converging?


 
Dmytryi Nazarchuk #:

Ahhhhhh, there it is.....

AUDUSD-NZDUSD chart, D1, standardised data, 2009-2023.

Are they converging?

It's not even funny anymore.

This is the AUDNZD cross chart

 
Roman Poshtar #:

You are very serious in your statements. But there is no need to offend practitioners. It is better to give links to the material on cointegration. Thank you.

There is no purpose to offend anyone, just when there is mathematics, algebra, etc., and people invent arithmetic and proudly carry the title of practitioners, it ... it's a bit of a pain in the arse.

And about references, the whole google in your hands, it is not secret information, what is cointegration, why is it, why without it is impossible, and how it is counted.....

 
Dmytryi Nazarchuk #:

Ahhhhhh, there it is.....

AUDUSD-NZDUSD chart, D1, standardised data, 2009-2023.

Are they converging?

those 5 touches of zero in 10 years are the charts converging? )))))))))))))



random walk graph... Converge.????.


and here's the same random walk graph.


 
Vitaly Muzichenko #:

It's not even funny anymore.

This is a chart of the AUDNZD cross

Repeat? (AUDUSD-NZDUSD), rows are standardised.