Pair trading and multicurrency arbitrage. The showdown. - page 107
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I accidentally clicked on the wrong thread.
but it came out of a local development dialogue:
these are the angles of Ghana, but obtained without the involvement of the Masons by analysing previously presented graphs.
The solid lines are the so-called 1:1 angle. Although it is better read as 0 - the rate of divergence. Consider that it is not a slope, but a kind of horizontal.
And it is not a point/minute, it is an integral or a series (since we have everything discrete), just it is close to convergence (but by the way it does not converge).
I'm telling you, you don't understand the patterns of currency pairs.
and the quid has nothing to do with it.
You're drawing in the wrong direction, not even close.
I'm telling you, you don't know anything about currency pairs.
and the quid has nothing to do with it.
You're drawing in the wrong direction, not even close.
Did I say the word "quid" anywhere?
I'm telling you, you don't know anything about currency pairs.
and the quid has nothing to do with it.
You're drawing in the wrong direction, not even close.
Forum on trading, automated trading systems and testing trading strategies.
Pair trading and multicurrency arbitrage. Disputes.
Renat Akhtyamov, 2023.11.10 12:40 AM
the movement on the bottom screen is nothing but a trimming of buyers, a lice test, so to say.
This upward movement is likely to continue
Forum on trading, automated trading systems and testing trading strategies
Pair trading and multicurrency arbitrage. Disputes.
Sergey Chalyshev, 2023.11.10 18:13
most likely tocontinue - is it how many per cent 50/50 or more?
most likely to continue- is it as highly likely or less likely?
it's whatever they say about BAX and special timeframes.
here's EURJPY H1.
I'm gradually verifying other important points, after discovering that A=A is suddenly sloping.
in a not very complicated way,
the axioms about bundles and pair trading (that all bundles diverge, there is no arbitrage) and plus hypotheses voiced in the topic
spill over into adjustments of toolkits for regular trading.
in principle it should be so - it should confirm and complement each other....
Hello all. Align normally lots get only starting from 0.1 with gradatsiya 0.01. Correspondingly depo 100000 tugrikov, centovyh or real.
Again all indices lie. I came back to my theory of using only price and divergence from the average. I'll post the results of my labours a little later. As tests will be finished. I think that's all for this year. Good luck in your endeavours and great profit.
Good afternoon. I'm embarrassed to ask. What does that give you? 100% correlation? If there is no balance point? I can certainly give you an idea how to equalise one instrument with another even on a $100 deposit.
over the cot, please.
Realised what is stated in that post. Trading three VPs.
To start with, the ideal scenario is EURUSD (BUY)*(V=1) = EURGBP (SELL)*(V=1) + GBPUSD (SELL)*(V= EURGBP price). In this case, there is no bifurcation. There is no arbitrage opportunity.
The real variant: EURUSD (BUY)*(V=1) = EURGBP (SELL)*(V=1) + GBPUSD (SELL)*(V=NormaliseDouble(EURGBP price, 2)). In this case we artificially create a spread, but it will collapse only when EURGBP price is equal to GBPUSD volume. If it doesn't - we continue the fills with increase/decrease of GBPUSD volume from EURGBP value.
Is this the trick?
lot levelling is generally necessary to avoid imposed/artificial correlation, in the unattainable ideal of 0.
and to trade currency-currency divergences.
cross-courses on physics their origin (creation) are strongly correlated with one of the currencies (which has a larger nominal value to USD).
lot equalisation is generally needed to avoid imposed/artificial correlation, in the unattainable ideal of 0.
and to trade currency-currency divergences specifically
cross-courses on physics their origin (creation) are strongly correlated with one of the currencies (which has a larger nominal value to USD).
An artistic explanation of why correlation is bad...
correlation says nothing about convergence/divergence or a bright future.
High correlation of A,B says that the behaviour of A,B may be interrelated or depend on one common factor. Either everything coincided by chance.
You have not found any direct functional correlation and trading A against B, you actually start trading against a factor and randomness unknown to you. Playing roulette
Correlation greater than 85% is a fiasco. But around 0 is not good either :-)