Pair trading and multicurrency arbitrage. The showdown. - page 221

New comment
 
Roman Shiredchenko #:

https://vimeo.com/17037303


The pound and euro weight coefficient is the highest:

then nzdusd outweighs:


groovy sure, but what does it do?

this is a DSP problem, and it seems to have a wrong solution.

It's just an attempt, so to speak.

you can make a straight line out of a curvature at any angle easily and effortlessly.

Ha, and without a DSP at all.
 
Renat, how about a bet? If you prove that there can be no loss in your TS, then each of us will transfer you 50-200 dollars. If you do not prove it (that there can be no loss in your TS), then you lose nothing. How about this? In case you are right, you can get about 2000 dollars.
 
Vladislav Vidiukov #:
Renat, how about a bet? If you prove that there can be no loss in your TS, then each of us will transfer you 50-200 dollars. If you do not prove it (that there can be no loss in your TS), then you lose nothing. How about this? In case you are right, you can get about $2000.

Renate has a classic irrefutable theory. It's useless to argue.

But you can do the opposite :-)) You could be out the money

 
Vladislav Vidiukov #:
you have nothing to lose.
Interesting terms of bet 😂
 
Maxim Kuznetsov #:

Renate has a classic irrefutable theory. There's no point in arguing.

But you can do the opposite :-) You can get your money's worth.

We can all get the Grail for 50 quid.
 
Sergey Gridnev #:
Interesting terms of argument 😂
If he proves that there can be no loss (which is basically impossible), then we all get the Grail. And he's $2,000 plus or minus
 
Vladislav Vidiukov #:
If he proves that there can be no loss (which is basically impossible), then we all get the Grail. And it's $2,000 plus or minus.

The beauty of irrefutability is that there is no way to disprove it.

"the universe is like a teapot" is also one of those theories.

When chairs are out of sight, they turn into horses.

 
Maxim Kuznetsov #:

The beauty of irrefutability is that there is no way to disprove it (or prove it either).

"the universe is like a teapot" also applies to these theories.

When chairs are out of sight, they turn into horses.

The Nobel Prize is won by proving the truth, and so it is here. You can both prove the truth and disprove it.
 

Let's say there is a derivative EUR2/USD, where the rate is typically 100 pips lower, but the ticks are not so fast, a kind of EMA with coefficient X. That is usually 100, but with back and forth.

There is a paradox: EURUSD and EUR2/USD pair trading will be profitable both in aggregate (arbitrage) and on both levers separately.

The paradox is that the derivative instrument can be not traded and in general it can be virtual.

 
Good luck guys and have a happy weekend for the rest of the weekend!
1...214215216217218219220221222223224225226227228...254
New comment