Pair trading and multicurrency arbitrage. The showdown. - page 171

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Renat Akhtyamov #:

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?

 
mvf358 #:

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.

 
Renat Akhtyamov #:

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.

 
Similar to the programme and report
----

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. currency pairs brought to a common base move mostly synchronously, with the rate O(ln).
And in the logarithm chart they are all commensurable and close in their fluctuations

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

1.3 synthetics a/ln(a)+-b/ln(b) will be identical to natural instruments in their properties

2. Of course instruments have differences, which for relatively small intervals (a month or two or three)
can be expressed and calculated by constants. For major currencies the constants are very close to 1.0.

3. not considered with O(log) tick_volume. In conventional charts: price deviations over time ~= sqrt(sum(tick_volume))

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

4. no seasonals are considered at all, at least intraday binding. Without this - there is no market in numbers yet and everything is still about abstract data.

Having done 1-4 you can finally express pairs or currencies in relative normalised values (as fractions of a basket), start building robots and give them to NN/ML :-)

 
How long have you been smoking that Bablokos thread? I didn't even read it. And what, no one has no result? This topic is like a continuation of attempts of vain existence?)

I have seen only one serious work of Drimer in articles, well, and a slangy version from Getch, who seems to have earned something somewhere there on competitions.

Dreemer showed how portfolios diverge, straight to the factory.

Maybe there are links to other serious works? Or is this just water under the bridge?
 

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

 
Renat Akhtyamov #:

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?

 
When you get to the tester, let me know. It's a tab at the bottom of the terminal
 
mvf358 #:

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?

;))))

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