Pair trading and multicurrency arbitrage. The showdown. - page 126
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And the potential loss?
In this approach, you decide for yourself how much you are willing to tolerate it.
In general, in this approach that I showed, used the principle of a rollover, with a stop of 100 pips, the goal is 500 pips.
The initial ratio of risk to profit 1 to 5, all according to the feng shui.
The stop worked immediately reversed, slightly increased lot. Not martin, but there is progression.
If you think of something else, then ok, it will be different.
This is not my strategy, it is all described in the place where I sent Ren to read.
I just reproduced the triangle in the calculations, and what approach to use further is an individual matter.
In this approach, you decide for yourself how much you are willing to tolerate it.
In general, in this approach that I showed, used the principle of a rollover, with a stop of 100 pips.
The stop worked immediately reversed, slightly increased lot. Not martin, but there is progression.
If you think of something else, then ok, it will be different.
This is not my strategy, it is all described where I sent Ren to read.
I just reproduced it in the calculations.
Okay, I won't judge you for veiled trading aggression. God with it.
I'm just trying to understand the advantage of this method over typical pair trading on correlation.Please, tell me, do I understand correctly: we enter, something goes wrong, we suffer a loss once, suffer a loss twice - and then everything is restored and a profit is added on top?
This floating drawdown (or fixed) - is it stable or can it drain the depo?
UPD
Okay, I won't judge you for veiled trading aggression. God with it.
I'm just trying to understand the advantage of this method over typical pair trading on correlation.Please tell me, do I understand correctly: we enter, something goes wrong, we suffer a loss once, suffer a loss twice - and then everything is restored and a profit is added on top?
This floating drawdown (or fixed) - is it stable or can it drain the depo?
Correlation is used here anyway, but not explicitly.
Progression is not a good approach, all bets are made on trendiness in the leg.
If the spread starts to fluctuate here and there, get ready to endure the planned shutdown of the roll until it goes somewhere in any direction.
This is a fixed drawdown. That is, catch the stop and roll over.
Rene didn't like this approach and built another approach.
Up top expensive major
In the middle cross
Down below cheap major
Daily forced shift of two pairs relative to the cross, this is your potential profit for each day.
How much you shift, this will be a potential target during the day. This is a 500ppp five digit shift.
How often do all three go in plus or minus at the same time?
Some individuals here don't understand that.
Pair trading works if you apply it correctly. i have written this many times. although my results are immediately deleted by the moderator.
Some individuals don't understand perfectly simple things. And all their endeavours come down to a simple definition. It's like kindergarten.
The trouble is that you remain in a vacuum or in a tank, and do not perceive any information from the outside. This is already a real call to the doctor.
Stay in your vacuum and the required conditionality of cointegration. Not realising that it doesn't exist on currencies.
The trouble is that you remain in a vacuum or in a tank and do not perceive any information from the outside. This is already a real call to the doctor.
Stay in your vacuum and the required conditionality of cointegration. Not realising that it does not exist in the financial markets.
Are you sick or what?) Why do you write an indicator then?
Patamushta, your sick head does not realise the constant zero state of the system, when the series are not cointegrated.
Patamushta, your sick head did not realise the constant zero state of the system, with non cointegrated rows.