Pair trading and multicurrency arbitrage. The showdown. - page 112

 
Aleksey Nikolayev #:
Co-integration, on the other hand, is different, it allows you to get a portfolio with a stationary price.

In this case it's different. I just divide the presence of links between something and their absence, and statistical evidence of these links.

It's easier for me to understand. I cannot understand cointegration from within the series))))) Formulas of cointegration can be roughly understood, though it is hard, but it is difficult to understand from inside the series)))).

 
Maxim Kuznetsov #:

You can get busted for less than that.)

What a load of rubbish
 

What the hell do you care about CHAT GPT????

Currency pairs are cointegrated due to insignificant modulus of price increments

There are practically no price changes in several times

Any chart can be pulled into a line by changing the scale vertically.

it's elementary ;)

One person, for example, had nothing to do and decided to check it:

Johansen Cointegration Test / Habr (habr.com)

Тест Йохансена на коинтеграцию
Тест Йохансена на коинтеграцию
  • 2022.10.03
  • habr.com
Цель данной статьи - поделиться результатами сравнительного анализ двух тестов на коинтеграцию, теста Энгла-Гренджера и теста Йохансена. Для этого нам понадобится рассмотреть соотношение между двумя и более переменными, понять, что такое VAR процесс, как перейти к VECM модели, в чем заключается процедура Йохансена, и как интерпретировать...
 
Valeriy Yastremskiy #:

It's different in this case. Just for myself, I divide the presence of connections between something and their absence, and statistical evidence of these connections.

It's easier for me to understand that way. I cannot understand cointegration from within the series))))) Formulas of cointegration can be roughly understood, though it is hard, but it is difficult to understand from inside the series)))).

This, by the way, is a serious section of matstat - so-called nested models. Wald test or Lagrange multipliers test, for example. Not much simpler than cointegration)

 
mytarmailS #:
What a load of bollocks.
Yeah, yeah, yeah, yeah, it's very easy to get knocked up ...
 
Renat Akhtyamov #:

What the hell do you care about CHAT GPT???

Currency pairs are cointegrated due to insignificant modulus of price increment

Virtually no price changes by several times

Any chart can be pulled down into a line by changing the vertical scale.

it's elementary ;)

And one person, for example, had nothing to do and decided to check it:

Johansen Cointegration Test / Habr (habr.com)

Well, Renat just played with graphs and saw somewhere that they always converge, but it's very difficult, painful and wrong. No, charts don't converge, and even if they do, the profit is small. Sorry, Renat, but your strategy is worthless.
 
Vladislav Vidiukov #:
Well, Renat just played with charts and saw somewhere that they always converge, but it is very difficult, painful and wrong. No, the charts do not converge, and even if they do, the profit is small. Sorry, Renat, but your strategy is worthless.

to me, as far as beginner's grades are concerned.

as well as

as well as everything they say.

whatever

 
Vladislav Vidiukov #:
Yeah, yeah, yeah, yeah, they get in very easily...

nonsense number two

 
Renat Akhtyamov #:

What the hell do you care about CHAT GPT???

Currency pairs are cointegrated due to insignificant modulus of price increment

Virtually no price changes by several times

Any chart can be pulled down into a line by changing the vertical scale.

it's elementary ;)

And one person, for example, had nothing to do and decided to check it:

Johansen Cointegration Test / Habr (habr.com)

I tried to do this kind of thing at first too))))).

Today I got it right, if I got it right - grade 3 maths.

1)I have a question, what to do with this next?( while I think how to apply it).

2) Why do you Renat bring it to the public, if it works? In case the pattern breaks?

S.I. There is not zero, but deviation from zero 10-20 per cent( I counted by eye - entry level script).

 
Maxim Kuznetsov #:

Someone here said that the euro "is about to break upwards", and I don't mind....

but restoring old tools with new colours I couldn't help but notice: on EURUSD there is a classic "Three Indians" pattern, beautiful, just like in TA manuals and illustrations.

and the pattern says that the upward move has failed and the downward move will take place.

We've got a whole week ahead of us, so we'll see.

Tore the Indians to shreds. (((
I remember when I watched Indian films as a child, I felt very sorry for them.
Now it's like nostalgia. Unfortunately, the pale-face always win in the end.