Correct calculation of currency indices. - page 17
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Typical faith in numbers. What you don't perceive is that many people believe in and use the index and this is the additional information that is used in trading. this is what makes the traded index better than the calculated index by any formula.
I do not remember exactly, it seems that Kalitafinance (I can be wrong) trades indices directly, once I looked at these quotes (it was a long time ago) and noted for myself that indices do not differ from the ratio, well I did not see any relief in them (and therefore abandoned this topic).
If we do not know the difference between the ratios and the indexes, we cannot see any easing (that's why we gave up the topic). There you have it: the index space.
ZS don't take it as an advertisement, I personally don't belong to this office, there are 8 indexes traded here.
http://forexorg.net/main/63-indeksyi-valyut-ot-foreks-organizatsii-lajtforeks.html
I do not remember exactly, it seems that Kalitafinance (I can be wrong) trades indices directly, once I looked at these quotes (it was a long time ago) and noted for myself that the indices do not differ from the ratio, well I did not see any relief in them (and therefore abandoned this topic).
If we do not know the difference between the ratios and the indexes, we cannot see any easing (that's why we gave up the topic). So that will be the index space.
If you do not want to trade with them you may use them as an advertisement and I personally do not belong to this company, they trade 8 indices here.
http://forexorg.net/main/63-indeksyi-valyut-ot-foreks-organizatsii-lajtforeks.html
Wait. Trading an index is one thing, trading a euro pair on an index is another. Something like a multicurrency
So set up a terminal where indexes are traded and translate them into a terminal where pairs are traded, and vice versa.
If you want to draw an exchange rate you would have to open two terminals with pairs and indices and observe it, so to say, to get the idea for the future trading robot.
I am more interested in what it gives?
How much milk does a cow give? "We haven't seen any milk yet" or "You don't milk it in a day, your arm gets tired".
So set up a terminal where indexes are traded and translate them into a terminal where pairs are traded, and vice versa.
I am more interested in what it gives?
How much milk does a cow produce? "We haven't seen any milk yet" or "You don't milk it in a day, your arm gets tired"?
For the third time, I am referring you to the Econometrics thread. There are some specifics there.
I'm off to read Econometrics, sorry I don't come here very often, I don't have time to read everything.
I'm afraid I have no time to read everything.
I'm off to read Econometrics, sorry I'm rarely here, I don't have time to read everything.
HOWEVER, may I have some of the most liked pages from Econometrics (there are 138 pages, I'm afraid I can't keep up)?
There's an idea there: build "right" so that it's predictable. I summarised the intermediate results a few times. I accidentally found that the forecast of euro pair by index is 1.5. times better than by lag values. Apart from the usual regression considered the model is broken with about 100 pp.
So I will refrain from recommendations. There are a lot of informative posts. But, as always, there is some flooding.
No specifics there - I've been reading from the first page, I thought at last someone had seriously decided to "pick apart" the market because the article was published and a discussion was about to take place, but I guess I was wrong...
OK, so it's like this - I'm sad, I wrote it ))))
For the sake of argument: the indexes have a point - "you just don't know how to cook them" (c), sorry for being banal, I don't understand who promised anyone that the indexes should correspond to a similar movement in currency (major currencies), the same Zhunko and hrenfx show the same thing with different methods - if an imbalance appears between the index and the major, then this imbalance will be corrected by the market either the crosses will move or the majors will move, and if the majors move, there will be a trend that often starts pulling the so-called "allied currencies" - apparently the market has such rules and no one wants to break those rules. In principle what I have written is just another "water", but I can say with certainty that "spectral analysis by Zhunko" and analysis of correlation and a basket of currency pairs by hrenfx, can be replaced by changes in price increments - if the price increment per unit time is constant for all currencies, but the sign of increment changes periodically - then there is no imbalance, and if any currency has not changed its sign in the same way as the others, then there is imbalance.
ZS: hrenfx raised the issues correctly in the topics he created - the price is not always driven by supply and demand volumes, often the inside drives the price more effectively than demand
I agree, but only with the fact that insider sounds loud, but nevertheless someone "manages" to keep the same eu in a small price fluctuation range on the EURUSD chart, when the eu is quite decent in all crosses, someone calls it "hidden intervention", I find it easier to call it insider
SZZY: how to form currency indexes is not important in principle, it used to be that instead of the accepted indexes I was considering the change in the value of a major in terms of gold - as in indexes you can see which currency has changed in price increments relative to other currencies. In the joint analysis of indices and majors the only interesting thing is the change in price delta and index delta relative to time intervals: Δprice(major)/ Δtime and Δprice(index)/ Δtime