Pair trading and multicurrency arbitrage. The showdown. - page 132
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bollocks,
if equity is always horizontally at zero, and everyone wants it to grow, what should we do?
ahahahahahahaha
They can't think of such an elementary thing.
ahahahahahahahahaha
Change the coefficient of one of the legs to a constant.
Do you see what the indication shows?
Then try it the same way.
If it works, you're in the clear.
do you see what the indication shows?
Then do it the same way.
If it works, it's a done deal.
If we take this ziro point as a regression line with zero intercept, then we need to change the second slope type coefficient, i.e. to multiply one of the legs by the coefficient. Which one is a question for the mathematicians. Which also means that the second leg has a different lot size. There are kind of no other options.
no problem, see for yourself
No problem, see for yourself.
Renat to you a request, poke me in your posts with a muzzle or write pliz in person. What and where to look. I'm already tortured to be honest. Thank you.
Behind your banter, you don't even notice the possibly correct answers.
There are a lot of options here. Or all to one cross to build and see what will turn out,
or to two crosses to build, then you get a triangle against another triangle.
What is not a paired approach? By this logic you can collect a bunch of triangles against each other but in one system,
then in general multicurrency will turn out, but competently and correctly assembled.
As a result, the whole market will be gathered into one system. And the basis of this system is one triangle and it turns out "with an eye" )))
Developing a currency pairs strength indicator ) Samples.
by the way yes - triangle in triangle..... should go here - dig.......
Triangles should be emitted by 100k pants. That's the key point.