Pair trading and multicurrency arbitrage. The showdown. - page 53

 
mytarmailS #:

what's the formula?

who sent me, remember how you texted me "Pshnx"?

You were rude, remember?

Good luck!

 
mytarmailS #:

what's the formula?

the same...the sum is 0 :-))

Renat is in his repertoire, he has already mentioned oil futures...now he is going to talk about CME as well.

 
Maxim Kuznetsov #:

still the same...amount 0 :-)

Renat is in his repertoire, he has already mentioned oil futures...now he is going to talk about CME too

It's not zero, is it?????

No, right?

Well...

 
Renat Akhtyamov #:

who sent me, remember when you texted me PSNH?

You were rude, remember?

Good luck!

You had a point.

And now you're getting in trouble.

 

right here :

4 (or is it 5 ?) pages ago...everything was clear and predictable; Autumn

delete offtop

 
Renat Akhtyamov #:

that is trading two majors, trading a cross in a pair essentially

such paired trading is a mistake, or utopia!

I would generalise: trading two = trading a third. Majors are a convention.

 
Renat Akhtyamov #:

it was favourable for the market to dump oil buyers (there were more of them)

and it did this madness by briefly falling below zero !!!!

nothing is alien to them...

;))))


Yep, and drought happens too so grain prices go up because the grain market is being shorted and they need to shoehorn the sellers in.

 
Порфирий Пупкин #:

I would generalise: trading two = trading a third.

Yeah, it's a fact.

Another example of where I started.

six majors, and only the pound has a black swan.

I mean, how come it's all through the dollar that Maxim is hoping for?

But no, it won't work, if you look at the screenshot in the trailer.

and then I looked - mother, everything is in crosses.

There is some kind of correlation, no matter how you look at it, you have to look for it.

;)

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The triangle formulae have long since been solved - I recently wrote about it in another thread, but the post was quickly deleted.
 
Aleksey Nikolayev #:
The triangle formula has long been solved - I recently wrote about it in another thread, but the post was quickly deleted.

And now they've stopped deleting it.

They used to delete posts too, in the beginning.