Pair trading and multicurrency arbitrage. The showdown. - page 161

 
Maxim Dmitrievsky #:
What goes where, where it goes. I don't understand.
You have to take the legs off one at a time, not at the same moment.

if three people have one quantum of aqua vita for all of them, they will come together at the same time despite personal hesitations :-))

---

in the short term, the profitability (%/each time and its fluctuations) from trading 3 has a significantly larger spread than from 2. (and not much different from 4)
While with time will converge all the same in the same 4-5% profit/loss as luck would have it, with 3 is usually faster. So 3 is the optimum.

visually renat demonstrates exactly that. the recent night masterclass on the whole pie is exactly that.

 
Maxim Kuznetsov #:

it's in your mind :-)

and the normal guys in the collective farm know,

that the deviation will be 5 (two twice and one on their own),

while the rms is sqrt(3) which is significantly less and they will agree...

:-)

(don't believe what is written - it's a joke, or they will start counting MM now)

not a fact.

they'll only come together if you do something...

and that's what I did,

after which this forecast appeared:

Forum on trading, automated trading systems and testing trading strategies

FOREX - Trends, Forecasts and Consequences 2023

Renat Akhtyamov, 2023.11.03 07:59 pm

ahahahahahaha

Eve went up

Expect it very high, 600 pips of 4 digit minimum!

I must have blabbed drunkenly, it was a birthday party.

;)

 
Renat Akhtyamov #:


they'll only get back together if you do something about it.

and that's what I did,

no comment

 
Renat Akhtyamov #:
and it was done by me.
and they came together.
Amen.
 
Maxim Kuznetsov #:

no comments

read the Counsellor's World, there is something about it there.

Alexander told

hangover forecast from the morning of 23.11.03

the deal was loaded before the forecast in the evening:


 
Renat Akhtyamov #:

read the world counsellor, there's something about it.

Alexander told me.

hangover forecast from the morning of 23.11.03

the deal was loaded before the forecast in the evening:


commission 0 ?

at fix.spread (above you said yourself)....

 
Maxim Kuznetsov #:

commission 0 ?

at fix.spread (you said it yourself above)...

yes, 0

we study trading conditions, look for suitable ones.

preferably without swap

 
Renat Akhtyamov #:

yes, 0

we study trading conditions, looking for suitable ones

preferably without swap

"best broker in asia", bonus account ?

 
Maxim Kuznetsov #:

"best broker in asia", bonus account ?

I don't use bonuses, never.

the terms are ridiculous, contradictory to the strategy.

 
Renat Akhtyamov #:

I don't use bonuses, ever.

the terms are ridiculous and counterproductive to the strategy.

And a four.

it's a four.

some unique conditions: no commissions, the spread is fixed but small (allows pipsing at night), and there are no swaps either :-)

As a rule, fixed spread is of a horse level, higher than volatility and/or supplemented with a commission. Swap-free (Islamic/Arabic) with small leverage, but you have 1:500.