A tough arbitration - is there life on Mars? - page 6
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But there are a few curious effects that sometimes show up. Has anyone tried to study them?
Many have tried...)
P.s. In the real interbank market there will never be a fixed spread ! ( For example with my broker the spread on EUR = 0,00001p to 0,00032p depending on the market, usually the spread is 0,2-2 pips, less often 3,2 pips.)
And you will very rarely do arbitrage on a real inter. bank.
Many have tried...)
P.s. In the real interbank market there will never be a fixed spread ! ( For example my broker has a euro spread = 0.00001p to 0.00032p depending on the market, usually a spread of 0.2-2 pips, less often 3.2 pips).
And you will very rarely make arbitrage on a real interbank.
This I realise that it would not be possible to use such arbitrage in the real interbank market.
But this situation (price spreads, flexible spreads and instant equalisation) corresponds to the subsequent specific behaviour of several currency pairs.
A distant analogy, like if a door slams (we do not have time to get through it), we know that in a second the window will slam and we will be there :)))
If it turns out that there is a pattern here, perhaps it can be applied to some scalper strategy with profits of the order of 10p without the need for arbitrage order groups. I'll have to think about it...
_____In relation to your reply I would like to know:
How fast and accurate, albeit with floating spreads, does your broker execute orders?
Are there any additional restrictions like frequency of trades, minimum hold time, dependence of execution quality on volumes?
What does he think if my MO is about 7-8p (profit is about -20p to +35p, or -10+15p)?
If it's not a secret, what broker do you work through, does it have the ability to run EAs?
I need help with this kind of information on bourgeois.
I'm having trouble with one idea! The kitchens on dems work fine, but on the real interbank at bourgeois it's not clear yet :))
If anything, you can reply to investron(sheepdog)gmail.com
It is my understanding that it would not be possible to use such arbitrage in the real interbank market.
But this situation (price spreads, flexible spreads and instant equalisation) corresponds to the subsequent specific behaviour of several currency pairs.
A distant analogy like, if the door slammed (no time to skip), we know that in a second the window will slam, and we are right there :))).
If it turns out that there is a pattern here, perhaps it can be applied to some scalper strategy with profits of the order of 10p without the need for arbitrage groups of orders. I'll have to think about it...
_____In relation to your reply I would like to know:
How fast and accurate, even with floating spreads, does your broker execute orders?
Are there any additional constraints like frequency of trades, minimum holding time, dependence of execution quality on volumes?
What does he think if my MO is about 7-8 pips (profit is from -20 pips to +35 pips or -10+15 pips)?
If it's not a secret, what broker do you work through, does it have the ability to run EAs?
I need help with this kind of information on bourgeois.
I'm having trouble with one idea! At the kitchens on dems works fine, but on the real interbank at bourgeois - it's not clear yet :))
You can reply to me at investron(sheepdog)gmail.com.
1.e. I usually place trades at the market price, all lots are executed without requotes, at the price that was at the time of receiving the request.
2.e. Only glad that you open a lot of trades.
3. "Bourgeois", it depends on the wallet.
Investor, can you post in private about the interbank. Who, where, what for?
I'm not used to writing on such topics by e-mail-y.
I think e-mail is reliable enough. Are there any alternatives?
499183064
Can anyone answer a (seemingly) simple question?
It is well known that an operation on any pair can be expressed (written) through so called synthetics ... i.e. through operations with other pairs ...
so how would buying 1 lot of EURUSD look like using (for example) EURJPY and USDJPY ?
Can anyone answer a (seemingly) simple question?
It is well known that an operation on any pair can be expressed (written) through so called synthetics ... i.e. through operations with other pairs ...
so how would buying 1 lot of EURUSD look like using (for example) EURJPY and USDJPY ?
Buy 1 lot EURJPY and sell 1 lot USDJPY (for clarity, buying EURUSD means buying 1 lot EUR and selling 1 lot USD)