Pair trading and multicurrency arbitrage. The showdown. - page 101
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
I don't know, you're probably not following the thread.
Wren doesn't remember anymore, somewhere gave like a triangle formula
aX + bY + cZ = 0
where XYZ are the values of the triangle
abc is its coefficients.
There are no divisors, only product and sum.
Now, if any of abc suddenly becomes zero, then zero is replaced by one, for
1*X no longer zeroes X, but leaves it with the current value.
hmm... but I don't check XYZ for zero, I'll have to think about it.
According to this formula, the loss would be 0-3xSpread.
I won't change your mind. Until you realise the meaning yourself.
According to such a formula, the loss will be equal to 0-3xCspread.
from the field of esotericism, which is not confirmed by practice (otherwise one can't get through from millionaires)
if Profit(Z) is greater than the threshold and there are 8 parts of profit for 5 and 3 parts of loss in the ratio triangle, or other magic ratios.
then the profit can be locked and the loss can be averaged (or it will even dissipate on its own).
many people believe :-)
from the field of esotericism, not supported by practice (otherwise you can't get through to millionaires).
if Profit(Z) is greater than the threshold and there are 8 parts of profit for 5 and 3 parts of loss in the ratio triangle, or other magic ratios
then the profit can be locked, and the loss can be averaged (or it will dissipate on its own).
many people believe :-)
Price levels shift not evenly, i.e. not cointegrated, moving to different levels without losing correlation,
but the triangle state always remains zero. Isn't that an interesting phenomenon? )))
Too bad Sultonov is missing, he would be interested in this. Since he was trying to solve the problem of exactly these level transitions.
And here it is, much simpler.
Price levels shift not evenly, moving to different levels without losing correlation,
but the triangle state always remains zero. Isn't it an interesting phenomenon? )))
It's a pity Sultonov is missing, he would be interested in this. Since he was trying to solve the problem of exactly these level transitions.
And here it is, everything is much simpler.
there above on the topic I pointed out a hypothesis about prohibition (or instability) of parallel motions. And that it can be a justification for Gan, Elliott and all sorts of Fibonaci.
If you are familiar with properties of numbers you can do discretisation and count these clusters.
But this is more likely a distribution effect - they are bound to be detected, but they do not carry feedbacks and predictive power.
Interesting work. Now try to get the share of each bet in the total patty.
The total patty (total width of the channel) also changes the volume. Therefore, when the total width changes, the share of pairs changes even if the currencies go in parallel.
I can try to test this indictor in the machine on H4, if it is made for MT4 and there open 8 buffers.
Practical study of the difference between correlation (increments) and cointegration is a noble but ungrateful endeavour)
It would make more sense to study the possible benefits of synergising spatial arbitrage with temporal arbitrage.
.
I'll try to guess, "in order of denomination."
Might be of interest to some.
there again window functions, MA-comparisons and bars are not aligned by time. There are plenty of such things behind the bathhouse :-))
and in general, the force is in newtons ... how many newtons in 1 EUR ?