Pair trading and multicurrency arbitrage. The showdown. - page 249

 
Roman Shiredchenko #:

there the theme is such - that can on TS (crossing of lines of symbols of spread) - on exit from a pose can give - can not give... :-)

and in the interval of movement from entry - can be plus..... so - not to lose a small one - it can be taken by trawl.... equity - but on the other hand it can also give a good one on the crossing of lines on TS:


I mean that it may not be necessary to trawl equity (so that it doesn't exit early) - according to TS entry - exit.....

I think you have profit = const

or you just screengrabbed at such moments?

 
Renat Akhtyamov #:

I think you're in profit.

or do you just screencast at times like this?

More on the second screen.
My point is that if you follow the price line signals, it can pour. It can also cover the downside.
There's more profit on the second screen. In the end, the robot has already closed.
 
Vitaly Muzichenko #:

To enter the market:

... Pearson correlation, now around 0 - not quite good for this case, as earlier it was floating from -0.5 to +0.5

Vitaly, what does the correlation give us in this case? Which values are preferable, which are not?
Is its dynamics important or is the value here and now important?

And another thing: - it can collapse at any moment, right?

 
Grigori.S.B #:

Vitaly, what does the correlation give us in this case? Which values are preferable, which are not?
Is its dynamics important, or is the value here and now important?

And another thing: - it can collapse at any moment, right?

Correlation can't break down.

It just has a numerical value, always different.

when it is equal to 1 or -1, then it will definitely change ;)

 
mvf358 #:
I think taking profitable trades in the eamok is mauvais.

you know what the point is, mate?

it's that the hand rubs the hand ;)

 
Renat Akhtyamov #:

the correlation can't break down

Rena, don't pry, I doubt you didn't understand the meaning of what I wrote. Of course, in this case "break down" is a figurative expression.
If the CK (correlation coefficient) is close to +1 or -1, then we talk about a high correlation (connection). If it / coefficient decreases,
then we can say that the connection is broken / destroyed.

 
Grigori.S.B #:

Rena, don't pry, I doubt you didn't understand the meaning of what was written. Of course, in this case "break down" is a figurative expression.
If the CK (correlation coefficient) is close to +1 or -1, then we talk about a high correlation (connection). If it / coefficient decreases,
then we can say that the connection is broken / destroyed.

This is all well and good, but I don't like post-factuals.

It says correlation.

i.e. the point of my TC is not to look at: what and where it goes, but: what and where it is directed to

In some ways the sine comrade is right, of course.

but again

no one would believe in such a thing.

that's why I don't get involved in his heated arguments on this subject.

And to make a theory come true, you need a lot of experience.

and he doesn't have much.

but

he has some good ideas in his head.

 

However, the sinusoidal mate reminds me of a sitting duck from DC, sniffing out the principle of work of my TS.

and after I've improved the TC's defence to the max, he disappeared.

because

now it's impossible to get the money

and DC's strategy of squeezing money from honest traders collapsed // I know it.

Of course he bellowed, like what's the principle, what's the use of him?

but nevertheless

disappeared

ahahahaha

 
Renat Akhtyamov #:

However, the sine mate reminds me of a sitting duck from a DC, sniffing out how my TS works.

and after I improved the TC's defence to the max, he disappeared.

for

it's now impossible to get the dough

and DCs' strategy of squeezing money from honest traders has collapsed // I know it.

Of course, he yelled, like what's the principle, what the hell is the need for him.

but nevertheless

disappeared

ahahahahaha

Let's talk.

Or three. About this and that.
 
mvf358 #:

Let's talk.

Or three. About this and that.

Get the dough and the inn.