Pair trading and multicurrency arbitrage. The showdown. - page 222

 
Maxim Kuznetsov #:

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.

Maxim, just to answer you.

Pairing is not pipsing.

The period of analysis is the entire available history.

After that, you can only draw conclusions.

And that's the only reason why I always asked to switch to MN1.

// it will be virtual, on the real it will be .opa....

// there will be a clearly calculated and already predictable pairing, it will be fine in real life as well


 
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.

Ha. Rena makes that much in an hour. ))))
From his words and screens. )))

 
Sergey Gridnev #:
Interesting terms of argument 😂
yep - as in TRUE ARBITRAGE - closing taking into account 2-3 - x averaging into the loss is IMPOSSIBLE!!!! ;-)
 
Grigori.S.B #:

Ha. Rena makes that much in an hour. ))))
From his words and screens. )))

In an hour the price can go nowhere and you can make no money at all
 
Renat Akhtyamov #:

Maxim, just to answer you.

Pair is not a pipsqueak.

Analysis period - all available history.

After that, only draw conclusions.

And that's the only reason why I always asked to switch to MN1

// it will be virtual, on the real it will be .opa....

// it will be clearly calculated and already predictable pairing, it will be fine in real life too


Well, Renat, do you agree to receive 2000 dollars if your system really does not provide for losses? You do not lose anything in any case. And everyone will get the Grail. Everyone benefits.
 
Vladislav Vidiukov #:
Well, Renat, do you agree to get $2000 if your system really does not provide for losses? You don't lose anything anyway. And everyone who chips in gets the Grail. Everyone benefits.

You didn't offer enough. His Grail is priceless.

 
mvf358 #:
His Grail is priceless.

But only at infinity. In real life, the profit is too small, otherwise I would have been quietly clipping coupons a long time ago.

 
Hello everyone. I am currently testing reverse trading systems. I propose to discuss how it can be applied in pairs. As I wrote in the beginning - reverse paired, if not in our direction.
 
Roman Poshtar #:
Hello everyone. I am currently testing reverse trading systems. I propose to discuss how it can be applied in pairs. As I wrote in the beginning - reverse paired, if not in our direction.

One "zapil" - and you're down:)

 
trampampam #:

One "pop" and you're down:)

I'm busy at an offline job unfortunately. I was not offered 2000 for the grail ))).