"Miracle", "digital" "group" movement indicator - page 3
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A single currency index indicator could also be made. And there are such developments.
At one time I had a "multi-currency" idea. It was based on the idea that the total world "gold reserve" remains unchanged and flows from currency to currency like liquid in communicating vessels. The "magic formula" included all currencies with their weights.
I've been thinking along these lines too.
But raw materials, even if they are gold, probably cannot be called a unequivocal benchmark
I've been thinking along these lines too
But commodities, even gold, probably cannot be called the unequivocal benchmark.
That's one of the difficulties - it's not just the weights of currencies but the entire global economic potential:)
the world is all the same
It's one of the challenges to assess not just the weights of currencies but the entire global economic potential :)
There are lots of difficulties in everything.)
I thought it would be nice to make an indicator based on stock indices...
but the latest events show that respected rating agencies like S&P have been passing off fake indices as liquidity.
the americans have fucked themselves and the shockwave has hit everyone))
stock indices are a black box. the agencies will not give the formula to calculate them, it is a trade secret )
it cannot be ruled out that interested parties may pay the rating...
today another bankrupt appeared - WAMU
A single currency index indicator could also be made. And there are such developments.
At one time I had a "multi-currency" idea. It was based on the idea that the total world "gold reserve" remains unchanged and flows from currency to currency like liquid in communicating vessels. The "magic formula" included all currencies with their weights.
K1*V1 + K2*V2 +...+Kn*Vn = 0. The hypothesis was that the movement vector of the currency index should be in the direction of "sea level". And if one currency index rises above the others and the other dives deeper than the others (and both are outside the thresholds), then it is worth trading between them.
Same idea, going to get into it soon. Only if you calculate everything in the total gold reserve, then the sum is by no means equal to zero.
If you take the analogy with vessels, there is a pressure that is also greater than zero
Then we can write
K1*V1 + K2*V2 +...+Kn*Vn = 1
The meaning of coefficients will change a bit but now we can take them more than zero.
Same idea, I am going to do it soon. Only if you calculate everything in the total gold reserve, the sum is not equal to zero.
If you take the analogy with vessels, there's a pressure that's also greater than zero.
Then we can write
K1*V1 + K2*V2 +...+Kn*Vn = 1
The essence of the ratios will change a bit but now we can take them larger than zero.
Ki - major currency pairs
Mi - indices
Li - oil, gold, resources
.......
+In addition to one formula, we need arrays of no less importance.
+ Locating correlations and collinearities
Yes, it's a 1, not a 0. It's a mechanical thing.
I didn't take commodity markets into account. Namely, I assumed that the ratio of the amount of currency of any country is directly proportional to the gross national product of that country. Although this may not be true for all currencies.
In general, of course, this problem cannot be solved by a single formula. It requires a system of n equations for n currencies. In my case, these were the data for the last n time intervals.
--
When it came to correlations, I gradually realized that this is the minimum balance - the real value of the idea. And all these markets... sort of shrink... like absolute values when calculating the derivative.
When am I going to get to that point...
In general, of course, this problem cannot be solved by a single formula. You need a system of n equations for n currencies. In my case it was the data for the last n time intervals.
One formula is enough. An approximate form is K1*K2*K3* ...*Kn = 1
Weighting coefficients are unnecessary, you can use lots of different sizes if you want a commensurate result.
When it came to correlations, I gradually realized that this is the minimum balance - the actual value of the idea. And all these markets... sort of shrink... like absolute values when calculating the derivative.
>> No correlations, dependencies
the usual "puppeteering" nothing new :)
The usual "puppeteering" is nothing new :)
If you had a modicum of analytical intelligence. You would have thought about it. Why did this thread get so quiet so quickly....
It is a valuable branch, not like the ones where you measure and measure. There are many good ideas here. They are not new at trading. You'd better think about it.