Study1: multi-currency analysis for scalping and beyond - page 15

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trol222:

The arbitrage will not work because of this and the movement will change (because of the threat of arbitrage). You are right about the skewness, it is not significant compared to the spread, but I am trying to consider not a single skewness but its accumulation and the speed of this accumulation. But skewness is not the right word. What do you think about it?
+1
 
MetaDriver:
+1

Can I put it in words. Let's discuss.
 
Tomorrow.
 
MetaDriver:
Tomorrow.

It's coming
 
MetaDriver:
Tomorrow.

Let's discuss tonight at 7 or 8pm.
 
trol222:

Or you could put it into words. Let's discuss.
Oh, shit. I got involved. Honestly, I don't see what there is to discuss. Well, yes, arbitrage synchronises the quotes of different pairs, zeroing in on the arbitrage component. Well, yes, the skews indicate some tension in the market (with some probability, because it can also be random). So, yes, the tension may "burst" in one direction or another. Well, it may not burst, but it may well consolidate. Everything is raw here. And how to cook it is not very clear. Any ideas?
 
There are ideas, but their discussion is quickly drowned out. I can see why. But we need a few more heads. So it sounds like a cry from the soul. You begin to delve into the posts, but the answers (there are few) drop to the background. I say, let's discuss something concrete and move on to the next one, but again I have the same old thoughts.......
 
I still haven't got around to writing down which directions (there are several) to consider. Gather all in a pile. Sometimes you try to squeeze out the juice in posts but the result is 0. Well, let's take the exit by storm, no.
 
trol222:
I still haven't got around to writing down which directions (there are several) to consider. Gather all in a pile. Sometimes you try to squeeze out the juice in posts but the result is 0. Well, let's take the exit by storm, no.

There is no way out.
 
Let him try. I've never seen a verbal "assault" before. I hope it doesn't crush him.
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