Pair trading and multicurrency arbitrage. The showdown. - page 252
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Do we need more volatility leveling ?
Hi. How do you equalise volatility?
Take the logarithm. It's explained in great detail somewhere upthread.
take the logarithm. There's a very detailed discussion somewhere upthread.
How can you level improvisation if there is no other improvisation? There is no way against scrap if there is no other scrap.
Thank you all for your replies. As far as I understand, this thread has answers to all my questions. I need to read from the beginning, to understand.
Unfortunately, I can't share the link to the webinar, I didn't save it. If I find it, I'll post it. I saved only screenshots, which I shared.
In brief, the main idea was to build synthetic instruments in MT5 using the formulas shown in my second screenshot. And at the extremums of these charts to open counter positions on the underlying assets included in the formula.
Everything seemed logical enough, except that it was not clear how to calculate these coefficients.
and what does that equation mean? JPY is trending EUR flat.
Thank you all for your replies. As far as I understand, this thread has answers to all my questions. I need to read from the beginning, to understand.
Unfortunately, I can't share the link to the webinar, I didn't save it. If I find it, I'll post it. I saved only screenshots, which I shared.
In brief, the main idea was to build synthetic instruments in MT5 using the formulas shown in my second screenshot. And at the extremes of these charts to open counter positions on the underlying assets included in the formula.
Everything seemed logical enough, except that it was not clear how to calculate these coefficients.
Thank you all for your replies. As far as I understand, this thread has answers to all my questions. I need to read from the beginning, to understand.
Unfortunately, I can't share the link to the webinar, I didn't save it. If I find it, I'll post it. I saved only screenshots, which I shared.
In brief, the main idea was to build synthetic instruments in MT5 using the formulas shown in my second screenshot. And at the extremes of these charts to open counter positions on the underlying assets included in the formula.
Everything seemed logical enough, except that it was not clear how to calculate these coefficients.
A persistent person will always find
everything is on the forum
Value for money.
Did you come up with it yourself or did someone tell you?
Thank you all for your replies. As far as I understand, this thread has answers to all my questions. I need to read from the beginning, to understand.
Unfortunately, I can't share the link to the webinar, I didn't save it. If I find it, I'll post it. I saved only screenshots, which I shared.
In brief, the main idea was to build synthetic instruments in MT5 using the formulas shown in my second screenshot. And at the extremes of these charts to open counter positions on the underlying assets included in the formula.
Everything seemed logical enough, except that it was not clear how to calculate these coefficients
Don't forget to share the results.
Did you come up with that yourself, or did someone tell you?
.
The task is to bring into a single coordinate system - so bring it yourself as you go.
Here for example - in blue colour of figures and in green colour of figures:
silver coefficient, it turns out 2 (0,71)
gold coefficient, it turns out 3 (1.00)