Pair trading and multicurrency arbitrage. The showdown. - page 238

 
Andrey Dik #:

Class.

By the way, in what programme was drawing done?

The "funny pictures" were drawn in OpenOffice :-)

just an illustration for the sake of sharing a thought and a notebook (it was said about publication instead of notebook).

In general, for drawing graphs for yourself favourite are used :

- LabPlot https://sourceforge.net/projects/labplot/ is when not quite real-time but need actual data. It works with streams but not very fast

- "trophy" OriginPro - extremely rare cases when it is necessary to analyse data in detail, everything is good there, but without fanaticism - still "trophy".

- PlotJuggler.io - dense real-time up to arbitrage. Not many features, but it draws quickly with high resolution.

- Influx and Graphana - this is when everything is more or less established and (potentially) went into production.

Data is either stored in databases or translated. Both are DLLs

MQL rarely...:-) to move a mountain of code, you have to overcome yourself.

MQL looks like this so far:

the "borax" is right in the eye.... In this slice, you can just see it clearly: the curls are twisted just like that. It can't be otherwise.

LabPlot
LabPlot
  • votes: 4
  • 2022.01.15
  • profo
  • sourceforge.net
Project-based, user-friendly alternative to commercial software for analyzing, fitting, smoothing data and making beautiful, publication-ready, themed plots. It's equipped with interactive notebooks for R, Python, Julia, Maxima and others. It supports a lot of file formats. A highly-recommended free gem! Great and free application for...
 
Maxim Kuznetsov #:

"funny pictures" were drawn in OpenOffice :-)

just an illustration for the sake of sharing a thought and a notebook (it was said about publication instead of notebook).

In general, for drawing graphs for yourself favourite are used :

- LabPlot https://sourceforge.net/projects/labplot/ is when not quite real-time but need actual data. It works with streams, but not very fast

- "trophy" OriginPro - extremely rare cases when it is necessary to analyse data in detail, everything is good there, but without fanaticism - still "trophy".

- PlotJuggler.io - dense real-time up to arbitrage. Not many features, but it draws quickly with high resolution

- Influx and Graphana - when everything is more or less established and (potentially) went into production.

Data is either stored in databases or translated. Both are DLLs

MQL rarely...:-) to move a mountain of code, you have to overcome yourself.

MQL looks like this so far:

the "scroll" is right in the eye ... In this slice, you can just see it clearly: the curls are twisted just like that. It can't be otherwise.

Dunkeshawn.

 
Andrey Dik #:

Dunkeshawn.

Speaking of work tools :

healthy person calculator - https://calcpad.eu

don't consider it an advertisement - it's just awesome, it's not a pity to donate :-) you can quickly calculate and draw. Without notebooks Python, R, Julia

Calcpad - Home Page
  • calcpad.eu
Free online math and engineering calulcations platform
 
Maxim Kuznetsov #:

"funny pictures" were drawn in OpenOffice :-)

just an illustration for the sake of sharing a thought and a notebook (it was said about publication instead of notebook).

In general, for drawing graphs for yourself favourite are used :

- LabPlot https://sourceforge.net/projects/labplot/ is when not quite real-time but need actual data. It works with streams, but not very fast

- "trophy" OriginPro - extremely rare cases when it is necessary to analyse data in detail, everything is good there, but without fanaticism - still "trophy".

- PlotJuggler.io - dense real-time up to arbitrage. Not many features, but it draws quickly with high resolution

- Influx and Graphana - when everything is more or less established and (potentially) went into production.

Data is either stored in databases or translated. Both are DLLs

MQL rarely...:-) to move a mountain of code, you have to overcome yourself.

MQL looks like this so far:

the "scroll" is right in the eye ... In this slice, you can just see it clearly: the curls are twisted just like that. It can't be otherwise.

I just wanted to write about it ;)

 

Just a few more fun pictures,

just special points.

for all those who want to complain about "fantasies" - it's just an illustration of the geometric interpretation of pair trading.

and now what makes the funny pictures especially funny: who noticed the discrepancy ?

 
Maxim Kuznetsov #:

Just a little more fun pictures,

just special points

to all those who want to complain about "fantasies" - this is just an illustration of the geometric interpretation of pairwise trading

and now what makes funny pictures especially funny: who noticed the discrepancy ?

Maybe not rot, a root ?
 
Roman Kutemov #:
Maybe not rot, a root ?

No, it's not a typo, it's rot, from the word rotate.

 
Maxim Kuznetsov #:

Just a little more fun pictures,

just special points

to all those who want to complain about "fantasies" - this is just an illustration of the geometric interpretation of pairwise trading

and now what makes funny pictures especially funny: who noticed the discrepancy ?

It's beautiful. I'll make sense of it.....
 
Maxim Kuznetsov #:

Just a little more fun pictures,

just special points

to all those who want to complain about "fantasies" - this is just an illustration of the geometric interpretation of pairwise trading

and now what makes funny pictures especially funny: who noticed the discrepancy ?

it seems that few people noticed it, and those who did or knew it decided to keep silent :-)

in EURUSD/GBPUSD space, the distance between points (modulus of profit/loss when moving from one point to another) d( A(xa,ya) B(xb,yb) ) = |xa-xb| + |ya-yb| and there are many shortest routes.

To make everything flat Euclidean and you can measure distances with a ruler, angles with a protractor, and distances are sqrt((xa-xb)^2+(ya-yb)^2) and the shortest line is the only line.

it should be radically transformed :-) take the roots of EURUSD and GBPUSD.

then the chart will become a familiar chart, ellipses, tangents and angles will appear.... (otherwise you need a strong inward degree to see and draw them).

 
Maxim Kuznetsov #:

it seems that few people noticed, and those who noticed or knew decided to keep silent :-)

in EURUSD/GBPUSD space, the distance between points (modulus of profit/loss when moving from one point to another) d( A(xa,ya) B(xb,yb) ) = |xa-xb| + |ya-yb| and there are many shortest routes.

to make everything flat Euclidean and you could measure distances with a ruler, angles with a protractor, and distances were sqrt((xa-xb)^2+(ya-yb)^2) and the shortest line was the only line.

this needs a radical transformation :-) take the roots of EURUSD and GBPUSD.

then the chart will become a familiar chart, ellipses, tangents and angles will appear.... (otherwise you need a strong inward degree to see and draw them).

this is some very strong sorcery.