Pair trading and multicurrency arbitrage. The showdown. - page 253

 
Janis Ozols #:

In brief, the main idea there was to build synthetic instruments in MT5 using the formulas shown on my second screenshot. And at the extremes of these charts to open counter positions on the underlying assets included in the formula.


imho it makes no sense to build synthetics from adjacent pairs. It's a manager's trick.

If two pairs have a common currency, they are reduced to one XY chart and coeff.synthetics with them is just to compress/expand the picture on the axes.

Nothing fundamental changes. Absolutely the same eggs. But in a webinar you can drive the ears and attract a client.

--

Late addendum: You don't need more precise coefficients in synthetics. According to the example above with GBPUSD GBPJPY : of course the fundamental will be quotations to the common currency (to GBP),
and it is convenient to watch the cross through the common USDGBP-JPYGBP=USDGBP/JPYGBP=USDJPY, and the basket USDGBP+JPYGBP. It is "useful synthetic", it is perpendicular to the cross and they are maximally independent.

 
mvf358 #:

Did you come up with that yourself, or did someone tell you?

I thought it was trolling at first, but when I saw this:

"How can you equalise volatility?" I realised that you can't:

everything is described there in the indicators in the formulas and the choice of the type of reduction to the "common" denominator....

 
mvf358 #:

and what does that equation mean? JPY is trending EUR flat.

gives you an infusion of cash into your trading account.

 
Roman Shiredchenko #:

gives you an infusion of cash into your trading account.

the current market scam has made a lot of money ? EUR 60 pips on JPY 400 pips, all at 4 digits.

 
mvf358 #:
EUR 60 pips JPY 400 pips all at 4 digits.

I have to adjust...

adjusting...

 
Roman Shiredchenko #:

you have to tune it up.

I'm setting it up.

Adjusting volatility. Do you know how? I think a lot of people don't know what volatility is.

 
mvf358 #:

Adjusting volatility. Do you know how? I think a lot of people don't understand what volatility is.

not volatility, but the coefficients for it. Volatility is basically the range of movement over time....

 
Roman Shiredchenko #:

not the volatility, but the ratios for it

How can you find the odds if it's different every time? Every scam is different. You can masturbate forever.

 
mvf358 #:

how can you pick a rate if it's different every time? Every scam is different. You can masturbate forever.

I think it's possible.

Here's the original data

https://www.mql5.com/ru/forum/448777/page251#comment_53944916

"You can masturbate forever." - You have to get out of the cycle.

https://www.mql5.com/ru/code/10096 I'm still reading....

Парный трейдинг и мультивалютный арбитраж. Разборки. - Откуда берется значение коэффициента b?
Парный трейдинг и мультивалютный арбитраж. Разборки. - Откуда берется значение коэффициента b?
  • 2024.06.20
  • Roman Shiredchenko
  • www.mql5.com
для уравнивания позиций нам нужно учитывать разную стоимость пункта двух инструментов относительно доллара. Узнать стоимость пункта валютной пары вы можете через калькулятор стоимости пункта. при объемах пропорциональных текущим ценам парная сделка вдоль большой оси эллипса
 
Roman Shiredchenko #:

an opinion is somehow possible.

here are the raw data

https://www.mql5.com/ru/forum/448777/page251#comment_53944916

" You can masturbate like this forever." - you gotta get out of the cycle.

How's that going?