Pair trading and multicurrency arbitrage. The showdown. - page 171
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No, I'm not trying to and I won't.
because.
these stories are very long and interconnected for one purpose only - to make money.
which is to understand very little.
It is necessary that each question should give only a positive result.
and the interesting thing is that it's the triangle that eats it all up, it needs it.
with a huge difference from paired trading, which is just a small detail.
or chip, as you say.
and the answer to whether I've learnt it or not is that I've smoked it and shook off the ashes in an urn,
because.
it's much simpler, and it's mathematically provable.
I have automatically calculated the forecast at the beginning of the day in green and look - the price is there:
so.........
;)
Good afternoon. I apologise. How much profit gives your triangle in a day . in a week in a month in %/ In the morning opened trades. in the evening closed.or on Monday opened on Friday closed... or the first day of the month opened the last closed.? Without dancing with bubbles, does your triangle method have a clear periodicity and volatility?
Good afternoon. I am so sorry. How much profit gives your triangle in a day . in a week in a month in %/ In the morning opened trades. in the evening closed.or on Monday opened on Friday closed... or the first day of the month opened the last closed.? Without dancing with bubbles, does your triangle method have a clear periodicity and volatility?
As I've said before.
It's not measurable by conventional measures.
There's a saying that's more apt for evaluation:
time is money.
I've said before
unmeasurable by conventional measures
there's a proverb that's closer to the mark:
time is money
That's what I asked. Periodicity is time. Volatility is money. And if it doesn't lend itself to conventional measures, it's not a right triangle.
No. 0 - all pairs diverge. All "contractions, returns, collapses" are caused by a) folk love for window functions and "return to the average" b) volatility fluctuations.
#0 with a tail - in large periods of a year or two or three the divergence is 3-5%.
1.1 and can be easily recalculated to a different base or crosses (a cross is just the difference between lines).
1.2 in such a simple way you can display a pair on a "foreign chart", respecting the time reference
but the function accumulates errors at sharp movements and therefore diverges on large timeframes
3.1 If this dependence is not clearly traced in DC or there are no deviations during impulses - you are in trouble. Quotes are forged/synthesised
Actually we do what the MO branch should have done for 2 years already - we analyse, prepare data, look for correlations, before sending them to the "pot of boiling".
Here's another one (my hypothesis is confirmed).
Top is eva, bottom is chiff.
---
The triangles are made of the same instrument (or product, as they call it at CME)!
EURUSD = const - USDCHF
"If you can't see the difference, why pay more?"
ahahahahahaha
© new-rena
Here's another one (my hypothesis confirmed).
Top is eva, bottom is chif.
---
The triangles are made from the same tool (well, or product, as they call it on CME)!
EURUSD = const - USDCHF
"If you can't see the difference, why pay more?"
ahaha
Where's the profit in that?
Where's the profit in that?
It's not profiting, it's taking the noodles off your ears.
You take a piece of paper.
cut it across in any arbitrary line.
you flip the top part over.
you get two instruments.
find the difference.
You get a cross.
all three of the resulting instruments are a triangle.
Call them whatever you want, but in a commercially attractive way.
now apply to them whatever you like: FA, TA, MO, econometrics, interest rates, shit news, forecasts, attract analysts, etc. etc.
It's crazy, isn't it?
;))))