Pair trading and multicurrency arbitrage. The showdown. - page 154
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Tried all sorts of crossover bindings. It doesn't work.
Try to predict times when the instruments are more integrated and only then trade. For example, trading during certain hours or days when EURGBP is flat. This may be easier than forecasting a single rate, or it may not. If it doesn't work, throw it away.
on purely American holidays :-) 2 times a year, all in flat ... you can add euro, Brito, Japanese weekend = a total of a dozen happy days, enough for the grail.
100 times over.
"what is the power of currency"?
If you give a mathematical definition, you can count lots...at least in your context.
There's no other way
Well, the power here can be applied to different parameters.
1. According to the currency indicator - one currency is further, stronger than the other from USD, for example.
2. According to the ratio to the average mashka for example 100.
Here Maxim, this is how EURUSD, GBPUSD, AUDUSD relative to USD. But it doesn't work yet.
There are still moments with minus entries. I think it is necessary to adjust the lot sizes and to adjust them according to the over/under.
when we assume that currencies move as O(ln), with no less than the discount rate per year (1/365 of the order of 1...4%) and no less than the minimum measurable value per transaction (to trade less is to make the investor laugh).
We arm ourselves with an elementary theor-ver and get...
with a slight movement of the hand, the trousers turn..
almost into Gan's theory, but without the mysticism and the involvement of "quoters".
you can calculate all the deviations, or at least the critical ones.
Only Drimer's article can be considered a more or less complete, meaningful, coherent and useful description of the results of the discussion in the "bablokos" thread. For the most part, everything else is complete and meaningless gibberish.
Here you cite Drimer's article and agree with his article.
But for some reason you do not notice that he has an equation in his article.
You don't see anything in common? With the equation that Renat showed.
Renat may have drawn information from this article, but he went his own way.
Maxim, your last indicator doesn't work for me. There are some interruptions.
I don't understand what is the reason? Give me a hint
Here Maxim, this is how EURUSD, GBPUSD, AUDUSD relative to USD. But it doesn't work yet.
There are still moments with minus entries. I think it is necessary to make some adjustments to the pairs and lots to be adjusted according to the over/under.
Well, in my understanding, trading pairs from the triangle is not easier than trading any of them. Maybe, of course, there are some hidden meanings, but they are unknown to me.
The triangle is simple to consider. We open a bunch of pairs to one side and write the profit on 3 currency pairs in a file. Then we throw it into Excel and see the picture. You can write everything down at the beginning of the day or whatever. There are interesting processes going on there