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Happy Great Victory Day!
I'm withdrawing from the discussion.
Statistical arbitrage is certainly not a grail and carries quite tangible risks.
hrenfx:
In general, the choice in favour of statistical arbitrage was made only because of its super-profitability and low risks, i.e. purely for pragmatic reasons. Of course, other topics are also interesting.
I am just getting acquainted and working on my "bike". if you can explain.
what kind of risks do you mean?
Traded in Fibo on MT5 on AUDNZD. The slippage was very small and was often in my favour. Orders were executed at the stated price 80% of the time.
They have another special feature - commission that accumulates over the day and is simply removed on the rollover. At the same time, nothing is shown in the commission column. Quotes are generally tight, scalpers will like them.
You are confusing a cash exchange with a non-cash exchange, when your money is already fully (without any suspicion, respectively) in a bank account. I have a Russian passport myself. In foreign banks it is even easier - non-resident.
It's strange that you talk about MT4. I do not understand what a third-party platform has to do with pricing laws. Or is it about assessing knowledge on the basis of a worthless PAMM?
The main factor for them is squeamishness.I suggest you don't comment on phrases taken out of context without even understanding what they were referring to.
On AUDNZD the execution is heavily weighted towards liquidity.