Pair trading and multicurrency arbitrage. The showdown. - page 239

 
Andrey Dik #:
that's some pretty powerful sorcery.

I am too lazy to draw it myself, so here is a screenshot from the internet with three of my additions. Illustration of "what's wrong with EURUSD/GBPUSD space" - distance measurement.

Two different routes, same length and both have the shortest length. P/L counts like this even though it is a natural measure of distance (USD).

 
Andrey Dik #:
that's some pretty intense witchcraft.

When the ratings are around 1, the data are few and close - witchcraft gives a slight visual distortion:

with witchcraft:

without:

it should be so, the topology and the relations above-below, right-left do not change the sqrt transformation, just "the circle ceases to be a rhombus and becomes a familiar circle".

 
Maxim Kuznetsov #:

when the ratings are around 1, the data are few and close - witchcraft gives minor visual distortion:

with witchcraft:

without:

this is how it should be, the topology and the relations above-below, right-left do not change the sqrt transformation, just "the circle ceases to be a rhombus and becomes a familiar circle".

I've been doing this kind of work.

disappointment came when I analysed the whole period of the quote's existence on Forex.

in general, it was not possible to reliably apply it to real trading.

but the state is in the profile (May 2021)

 

the fact that the space is "crooked", prices are quantised in points and there is a cross, potentially allows you to "lock a dollar out of nowhere".

Just lock in a rounding error and get a free coin in eqvi on an Islamic account (so that there are no swaps), which will sooner or later outgrow the paid spreads :-)

but it is written in small print in the agreements, we are honest people and will not violate it.

 
Roman Kutemov #:

Asked a question in a private message about doubles, here's an example


 
Vitaly Muzichenko #:

Asked a question in a private message about doubles, here's an example


Congratulations! Describe the entry-exit conditions!

 
Roman Shiredchenko #:

Congratulations! Describe the conditions - entry - exit!

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It's a reversal of previous ones.

It's a long description, but those who are in the subject will understand, I described it earlier.

 
Vitaly Muzichenko #:

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It's a coup d'état.

It's a long description, but you'll understand, I've described it before.

Thank you. It's pretty clear. I'll have another look at the picture at my computer.....
 
Vitaly Muzichenko #:

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It's the coup de grace of the previous ones.

It's a long description, but you'll understand, I've described it before.

It's closed.


 

I will describe it briefly:

We are not interested first of all in majors, we are not interested in crosses with euro, dollar and pound - it sooner or later leads to a drain.

We trade the remaining crosses.

On the screen there are pairs with euro, but it is only for information when making a decision.