Please state the pros and cons of portfolio trading. - page 6

 
Demi:


There are no statistics - blunt investment, a few hundred companies, little by little working, a steadily growing market, instability is not a statistic.

Another lazy chatterbox, and there you go, "no need to coddle". Go to the FFMS website and transfer the statistics here under your nickname, what's the problem?
 
faa1947:
Another lazy chatterbox and there you go, "no need to coddle". Go to the FSFM website and transfer the statistics here under your nickname, what's the problem?


You're a pain in the ass. Why are you littering ALL THINGS? That's it, you have already expressed your opinion - the whole world is idiots, only you are smart, the portfolio theory is crap.

Offer your alternative and you'll be happy. So far you've gone no further than linear regression.

 

I wonder if there is a way to get people to discuss things substantively, with figures, calculations, links to publications.....

Instead it's just rudeness.

 
C-4:
To be honest, I would not use a weighted average dollar index, because firstly, the global volume of the currency has no effect on its value and secondly, the dollar index correlates with EURUSD by about 0.98, which removes any identity from it.

yep, the dollar index is hardlysuitable.....
 
Demi:
.

Something, 0.98 is too much, maybe a smaller one?


Take EURGBP/Dollar Index pair instead of EURUSD/USD pair. There is less correlation here.

In other words, EURGBP - (-DXU2) = 1^2 pair trading will be implemented here, arbitrage results on m15 - m30 are very satisfactory! Let me just remind you that the currency spread EURGBP-DXU2 = 2^3 (1^2) is non-standard, and we always open positions on it in one direction - we sell both symbols simultaneously or buy them simultaneously. Indices settings and spread description can be found at http://www.procapital.ru/showpost.php?p=1262935&postcount=2497 - in the second part of this post. The indices are freely available - in the first post of this thread on the link.

 
what is DXU2?
 
DXU2 - The Dollar Index is the most liquid contract at the moment.
 
Demi:
Or if there are, other ways of calculating the shares of instruments in the portfolio.

Don't sweat it, BUT ACT!

"Everyone (90%(on stocks that percentage is smaller) will suck it all up - so and so! (c) "Larry Williams in a private conversation.

 
leonid553:
DXU2 - The Dollar Index is the most liquid contract at the moment.

and how do you take DXU2 from EURGBP? Do you standardise them first?
 
Roman.:

Don't sweat it, BUT ACT!

"Everyone (90%(on stocks that percentage is smaller) will blow it all - so and so! (c) "Larry Williams in a private conversation.


Thank you. I feel good about your wise but totally meaningless words....
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