Statistical arbitration

[Heroix]

I suggest that we discuss the topic of statistical arbitrage here. I myself have only recently started digging in this direction, but I already have some experience.

By "stat arbitrage" I mean trading in highly correlated instruments at the moment when their synchronous movement changes. Assume that the trade lasts from 5 minutes and longer.

I will start with a couple of indicators: Stat_arb shows the difference in МАшекшек of two symbols, Spread shows virtual equity of these instruments.

I am waiting for your comments. :)

[[Deleted]]

It was also called quasi-arbitrage, a cool topic, 2 positions totaling almost always a profit. You should always consider the point value of the instruments before opening a trade. I can advise you to read Leprikon's magazine from issue 2, I think there is a lot about it. But it's worth doing in the commodities market.

[Heroix]

MrGold166:
It was also called quasi-arbitrage, a cool topic, 2 positions totaling almost always a profit. You should always consider the point value of the instruments before opening a trade. I can advise you to read Leprikon's magazine from issue 2, I think there is a lot about it. But it should be done in the commodities market.

Thank you, I will read it. Why should it be done in the commodities market? Because there are discrepancies everywhere.

[[Deleted]]

Heroix:
Thanks, I'll read up on it. What makes it worth doing on the commodity side? After all, there are discrepancies everywhere.

I'm busy with other projects.

[SKIER]

MrGold166:
busy with other projects.

You don't need to do anything else. You don't need to do anything else, you just keep writing your losses in the logbook or history. Play with the demo and stay away from the money :-(. I've seen a video clip on YouTube about this, but it has a different program, and the trading is about 7 tools. I've seen this video clip on YouTube, but it has a different programme with more than 7 instruments. I have an Expert Advisor in 4meta that calculates lot differences. Good luck. If you do not know how to enter the market and the rules, you may use an infinite number of different pairs, and you may use an infinite number of different pairs. My trading strategy on futures is called correlation and everything works. My indexes are of completely different types, as long as they converge and diverge. For inspiration, that year a housewife in DUCASCOPY - broker in Switzerland, aunt became the best trader and won a prize of $ 50,000 (or more I do not remember), sitting at home with the child and taking another job and she earned about $ 250,000 (again, can not remember) has long watched. They have a video interview with her on their website (in English).

So the peasant way, sit down before (( 00 hours, and stupidly write your profits or losses before the software erases your entire history ;-(((( by the results.

[Konstantin Gruzdev]

SKIER:
Yes the topic is well-known but in 5 metatrader you won't find your losses after 00 o'clock neither in the history nor in the logbook!

That's a strange diagnosis. Turn on MT5 and fortunately you will see that this is not the case.

[SKIER]

Lizar:
Strange diagnosis. Turn on MT5 and to your delight see that this is not the case.

I opened for example Alpha, there is nothing in the history about closing trades, even the fancy ROLLOVER has disappeared in the journal, only closing at one price and opening at another, fortunately for dealing at a worse one. I'm not a farmer, of course, but I'm not good at copying, and there's no reason for it. And what I see is sad and I sing about it.

I am an active user, at first I rejoiced and praised the broker, I wondered when, but now I feel sad because of the big disappointment. Been using finance and tools for about 10 years ;-)

[SKIER]

Lizar:
That's a strange diagnosis. Turn on MT5 and to your delight see that it is not so.

The feeling is that I don't want to find a PRINCIPLE or a LOSS, I want to start learning programming and then change careers by going into sysadmins, retirement will probably need it too, Statistics!

[Konstantin Gruzdev]

SKIER:

These are questions for the broker, if that's the case, not for MT5.

[SKIER]

Lizar:
That's a question for the broker, if that's the case, and not for MT5.

I will look at Mosoblbank, they only have a demo, and then VTB will probably stay as the last of the pillars, although they have a hard time with spreads. Thank you for your attention, maybe some overnight examples of poses you can lay out how it should look like and where to look. Playing opening demos creates a sense of activity.

[SKIER]

Lizar:
These are questions for the broker, if there is such a thing, not MT5.

What a find! Thanks for the sympathy! Turns out it's a simple matter, you should have pressed the (horrible) button Transactions! Not the universal ORDER AND DEAL button!

Luckily I got the information! I have not made James Bond out of me, I didn't manage without a developer and a night at the forum, it didn't work on INTUITION, maybe in rainy and cold useless days to start alternately pressing all the buttons, I've got a book on how to properly discover MT5.

Maybe I'm cranky!