A tough arbitration - is there life on Mars? - page 5

 
ProInvest >> :

The idea is NOT FOR SALE :))

Are you sure ? or can we discuss...

 
ProInvest, no one is talking about throwing money away for nothing. If you really have such a powerful strategy, why not enter the interbank market and make your millions there in peace? I personally do not understand it.
 
Panzer писал(а) >>

Are you sure ? Or can we discuss...

There's no point. They won't let you work anyway.

This piper has too high demands on the quality of quotes and order execution.

So there is probably nothing for him to do in the interbank.

But I am testing another robot at the moment. I think I came up with the idea when analyzing Emely's trading robot. It has very indirect relation to arbitrage :)

It sinks about half of brokers. But it squeezes out 20-60 points per day from another half of them.

His requirements are much milder than those of the first scalper. With this one it may go to the interbank.

 

С этим можно и на межбанк

I'd like to go to the real one first.

 
sayfuji >> :

I'd like to go to the real one first.

It goes without saying, first of all a real test on a real account. 300p in 2 weeks gives you reason to think that something might work out.

I wonder what a broker will think and do when he gets haircuts of +-20...30p, sometimes +-100...200p

with expectation of a deal +8p and duration from 30 minutes to several days.

If they start cutting sticks in the wheels, thereby giving more moral right to use such strategies.

Because the sticks in the wheels are the broker's words: "Bring your money to us and leave it with us. Don't make any money for a long time.

And to make your life easier, we will feed you with a fairy tale about easy earnings, free working hours, and a life without a boss on your neck.

Such high-profile advertising, which overrides a modest warning about the risks, is disrespectful to the individual.

 
Jemelja >> :

But there are doubts about the success on the real. Quote from the client agreement of a particular brokerage company :

Trading Strategies
3.1.8. The Company does not allow the Client to use Arbitrage strategies to trade in related
markets (e.g. currency futures and spot currencies). If the Client uses Arbitrage in
explicitly or implicitly, the Company has the right to cancel the Client's trades, giving reasons for
cancellation of the Arbitrage trades.

>> or what?



Has anyone tried this type of arbitrage yet? What is the problem with arbitrage in the linked futures and spot markets? That is, quotes on the spot lag behind and futures on currencies react faster and then spot prices pick up? Or is that not the point?

 
elritmo >> :


Has anyone tried this type of arbitrage yet? What is the problem with arbitrage in the linked futures and spot markets? That is, quotations on the spot are lagging, and futures react faster and then the prices on the spot are rising? Or that is not the point?

I don't think anyone who has tried it is likely to respond here.

There is an easy way around this ban.

 
ProInvest писал (а) >>

I don't think anyone who has tried it is likely to respond here.

There is an easy way around this ban.

Have you tried this type of arbitrage? And the way around this ban is to choose another DC? ;)

 

Ты такой тип арбитража пробовал?

No.

And the way around this ban is to choose another DC? ;)

Yes :))

Do you mean to choose a brokerage company without such a ban?

But you can look this way - different DCs for different operations.

IMHO, this method probably reduces profitability by an order or two due to "unreported" deposit, when the drawdown of one position is not compensated by profit of another. And you may have to wait for a long time, waiting for large movements, and the deposit should be able to withstand this. Deposits equalization is money transfers, for which we have to pay fees. And there will be more nuances.

Probably, all this will finally kill the profitability of arbitrage. But maybe not.

 

In studying the effects of arbitrage, the idea arose of applying deviations as a filter to a non-arbitrage strategy.

The general idea is that if a currency makes a significant move in any direction,

in most cases, by the next tick, the currencies level off. This is difficult to exploit.

But there are some curious effects that come up sometimes. Has anyone tried to study them?