Pair trading and multicurrency arbitrage. The showdown. - page 132

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Renat Akhtyamov #:

bollocks,

if equity is always horizontally at zero, and everyone wants it to grow, what should we do?

ahahahahahahaha

They can't think of such an elementary thing.

ahahahahahahahahaha

Change the coefficient of one of the legs to a constant
 
Maxim Dmitrievsky #:
Change the coefficient of one of the legs to a constant.

Do you see what the indication shows?

Then try it the same way.

If it works, you're in the clear.

 
Renat Akhtyamov #:

do you see what the indication shows?

Then do it the same way.

If it works, it's a done deal.

If you take this ziro point as a regression line with zero intercept, then you need to change the second slope coefficient, i.e. multiply one of the legs by the coefficient. Which one is a question for the mathematicians. Which also means that the second leg has a different lot size. There's kind of no other options there.

It's possible that slope is expressed through a different synthetic. I don't do doubles, never thought about it. MO is more interesting.
 
Maxim Dmitrievsky #:
If we take this ziro point as a regression line with zero intercept, then we need to change the second slope type coefficient, i.e. to multiply one of the legs by the coefficient. Which one is a question for the mathematicians. Which also means that the second leg has a different lot size. There are kind of no other options.

It is possible that slope is expressed through a different synthetic. I don't do doubles, never thought about it. MO is more interesting.

no problem, see for yourself

 
Renat Akhtyamov #:

No problem, see for yourself.

Renat to you a request, poke me in your posts with a muzzle or write pliz in person. What and where to look. I'm already tortured to be honest. Thank you.

 
Roman #:

Behind your banter, you don't even notice the possibly correct answers.

By the way, yes - treug in treug..... should go here - dig.......
 
Roman #:

There are a lot of options here. Or all to one cross to build and see what will turn out,
or to two crosses to build, then you get a triangle against another triangle.
What is not a paired approach? By this logic you can collect a bunch of triangles against each other but in one system,
then in general multicurrency will turn out, but competently and correctly assembled.
As a result, the whole market will be gathered into one system. And the basis of this system is one triangle and it turns out "with an eye" )))

;-) only not to be brown.....
;-)
 

Developing a currency pairs strength indicator ) Samples.


 
Roman Shiredchenko #:
by the way yes - triangle in triangle..... should go here - dig.......
Triangles should be emitted by pants for 100k. This is the key point.
 
Maxim Dmitrievsky #:
Triangles should be emitted by 100k pants. That's the key point.
first read - get.... ;-)
And I don't get it.... how to.... ;-)
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