Pair trading and multicurrency arbitrage. The showdown. - page 125

[Roman]

Sergey Gridnev #:
It depends on the substances.

😁

+++ )))

[mvf358]

Sergey Gridnev #:
It depends on the substances.

😁

Areas of darkness. NZT

[mvf358]

mvf358 #:

Areas of Darkness. N

Roman #:

+++ )))

To build a house it is first drawn. First, the project view, dimensions, etc.

[Roman]

mvf358 #:

Good afternoon.If your triangle visualise how it moves in a circle, like a pendulum, or the king of the mountain is played by currency pairs?

Pairs play in love not love ))
See the first screen above.
Yes, most likely as the king of the mountain, two pairs alternately always tend to each other.
That is, the system has a constant zero state. Maybe you can understand it this way if you replace the triangle with the word "system" from the theory of observation in space.
This is not the zero that everyone thinks about, not the one that is obtained as a result of cyclic currency exchange.
I'm tired of repeating myself.

[Roman]

mvf358 #:

To build a house, you first draw it. First the design, the view, the dimensions, etc.

Some individuals here don't understand that.

[mvf358]

Roman #:

Pairs play love it or hate it ))
See the screens above.
Yes, most likely like the king of the mountain, two pairs alternately always tend to each other.
That is, the system has a constant zero state. Maybe you can understand it this way if you replace the triangle with the word "system" from the theory of observation in space.

The first pair and the second pair are pushing and the third pair is balancing. Or are the ligaments changing?

[Roman Poshtar]

Roman #:

There were tests on stationarity and cointegration here.
I don't remember how correct everything is there, I found it in the archives.

Thanks

[Roman]

mvf358 #:

Is it the first pair pushing the second pair and the third pair balancing, or are the ligaments changing?

Up top, expensive major
In the middle, cross
Down below, cheap major.

Daily forced shift of two pairs relative to the cross, this is your potential profit for each day.
On how much you shift, this will be a potential target during the day. This is a 500ppp five digit shift.

[Ivan Butko]

Roman #:

How much you move, that will be the potential target during the day. It's moved 500ppt five-digit.

And the potential loss?

[mytarmailS]

Roman #:

It's not the zero everyone thinks it is, not the zero that results from cyclical currency exchange.
I'm tired of repeating myself.

You don't need to repeat yourself, you need to explain your point of view.

What zero is not the zero everyone thinks it is.