A formal definition of a master-slave - is there one? - page 8

 
tara:
Thanks. And the timeframe?

М5

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MetaDriver is like a magician. How many more of these theorems do you have up your sleeve? :)

 

By the way, if you don't look at the intraday movement, the TF should be bigger and there should be x3 to what, there are 2 approaches:

1. To the beginning of week/month

2. To 0 points, at moments of maximum correlation...

 

If multi-currency, it's better to go to the tricky points.

 
Cmu4:

MetaDriver is like a magician. How many more of these theorems do you have up your sleeve? :)

Those theorems are... I haven't counted. Lots of them. But the sum total of all of them together is..:

. . . General theorem about group motion: "One can reliably distinguish true group motion from gauge motion only on indices constructed on a sufficiently large basis."

Well, like - 12-15 currencies/metals is more or less tolerable. More is better, but it's expensive to count.

Anything less would result in a "pseudo-grouping" due to the zero point displacement effect of strong movements of almost any currency.

 
MetaDriver:

Those theorems there... I didn't. Lots of them. But in the end, from all together, the cumulative summation..:

. . . The general theorem about groupex: "You can reliably distinguish true groupex movements from gauge movements only on indices constructed on sufficiently large bases."

Well, like - 12-15 currencies/metals is more or less tolerable. More is better, but it's expensive to count.

Anything less would result in a "pseudo-grouping" due to the zero point displacement effect of strong movements of almost any currency.


Is there no way to determine the centrifugal force? Think of it as a term paper:)
 
MetaDriver:

OK. Theorem 1 on group motion :

. . . "If you see a group movement, don't believe your eyes, for it's not the group that's moving, it's a measuring instrument at all."

:)


So what's the problem? You could study group standing in relation to the measuring device, if that makes money))
 

If it is impossible (or nearly impossible) to identify a master, maybe open two orders? One for each pair, towards each other. Yesterday after the pound fell - pound to buy, eur to sell. The eur would have been around zero and the pound in a huge profit. All the same, it came together in the end. However, one has to take into account the pip value of each pair, so that the same number of pips on different charts is worth the same amount - different lots are needed.

 
wmlab:

If it is impossible (or nearly impossible) to identify a master, maybe open two orders? One for each pair, towards each other. Yesterday after the pound fell - pound to buy, eur to sell. The eur would have been around zero and the pound in a huge profit. All the same, it came together in the end.


It would be a reversal trade on EURGBP. Why not, if you know when.
 
MetaDriver:

Those theorems there... I didn't. Lots of them. But in the end, from all together, the cumulative summation..:

. . . The general theorem about groupex: "You can reliably distinguish true groupex movements from gauge movements only on indices constructed on sufficiently large bases."

Well, like - 12-15 currencies/metals is more or less tolerable. More is better, but it's expensive to count.

Anything less would result in a "pseudo-grouping" due to the zero point displacement effect of strong movements of almost any currency.

Volodya, don't flatter yourself, these are not theorems but hypotheses)
 
Avals:

It would be a reversion trade on EURGBP. Why not, if you know when.

Yeah, like pair trading. You can analyse the basket, as MetaDriver wrote, and trade the most extreme instruments.

But, it often happens that there is no return, but there is even more distance... And a loss. :)

Has anyone managed to figure out when returns are most likely?

Reason: