Pair trading and multicurrency arbitrage. The showdown. - page 118
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This is crazy. People are not friendly with their heads at all.
If they don't understand what the zero state is, then they should troll ))
Well, then I ask administrators to pay attention to conscious trolling!
You still haven't realised that the cause of the flooding and trolling is yourself.
I originally commented on your post:
Although I wasn't trolling you. And then you burst into trolling. Here and eat) Write more on the matter and less that you are offended, or that you have realised the essence of something, and you will be happy.
Are you serious? That's what I'm saying, people aren't being reasonable.
They're making up things that aren't really there. And now in the posture of defence, begin to write that I myself troll ))
Actually, I showed screens what turns out in the research and asked questions on the topic and absolutely not with you communicated.
And here you have stirred up a fight, I do not believe. Give me the grail.
And you tell me to write on the case? You read all my posts, and find at least one post not on the case.
In general, I have no desire to continue this useless dialogue.
Well, you and Rena have realised that a/b * b/c * c/a = 1, but what can we do with it if there are no deviations? And if there is a deviation, it is due to the absence of quotes for any of the pairs.
Roman #:
You read all my posts, and find at least one post not on the case.
Anyway, I have no desire to continue this useless dialogue.
Haha. The last few posts to me have all been off-topic.
Yes, it's time to end, I hope there is more logic in your research than in your words.
Well, you and Rena have realised that a/b * b/c * c/a = 1, but what can we do with it if there are no deviations? And if there is a deviation, it is due to the absence of quotes for any of the pairs.
Exactly, you need to rethink that it is not the zero you are thinking about.
If we speak in the language of statistics, it is a statistical zero, maybe it will be clearer.
On my screens you can see everything and what deviations.
Just Renat's formula makes a more accurate calculation of symmetry, which I have not yet mastered.
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Pair trading and multicurrency arbitrage. Showdown.
Roman, 2023.11.19 04:05
It is a long known fact that CHF to EUR are correlated -1.0
That was the point of Renat to explain something here, that with any other currencies can be done the same way.
I found this a long time ago, many years ago, but at that time for some reason I did not pay attention to it.
Now I have reconsidered.
Here is for example EURUSD GBPUSD.
Rena, by the way, without your formula. I just correctly aligned the volatility and applied what Alexander wrote about.
And in fact, I reproduced his calculation.
Testing a strategy in the tester is a provocation, so do not do it under any circumstances :) It may be the observer effect, when a strategy works without testing, but after testing it starts to fail. So do not show your strategies even to a tester.
Exactly, such strategies work without a tester, not without their settings of course, but the principle itself is already shifted to the positive statistical side.
You are our tester )).
Exactly, such strategies work right away without a tester, not without their settings, of course, but the principle itself is already shifted to a positive statistical side.
You're our tester )).
Obviously, the backtest will lead to the realisation of the utter meaninglessness of the formulaE) And you want a little magic between Halloween and Christmas (and between Christmas and Halloween too).