Study1: multi-currency analysis for scalping and beyond - page 14

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at the triangle :) you have to saw off the Angle :) by making the lot on one of the legs 90% of the right one :)
 
Zhunko:

I have already written that there is no distortion in forex. All tools work out instantly. If the system is closed, it works out immediately. It cannot be otherwise.

The multicurrency analysis is different. It is necessary to investigate the simultaneous movement of the indexes of one pair in one frequency band. There are many regularities in this case. One should only search for the ways to obtain earlier signals, but that is another topic.


What do you mean it is not... If even the euro/yen pair is divided by the dollar/yen pair and compared (like synthetics) to the natural euro/dollar pair, there will almost always be a + or - a few pips difference.

I forgot to mention that multicurrency analysis is not limited to this.

 
Isn't that a kind of bias?
 
It's because of the filters. They filter out different quotes on each pair. So there is a perceived bias.
 
it is probably necessary to compensate for inconsistencies in time (for example, the first tick came for some of the pairs (it does not matter for which pair the tick came first) - as soon as it came, take data from other pairs (if there was no change, take the last price change) and analyze the amount of calculated inconsistencies
 
Zhunko:
It's because of the filters. They filter out different quotes on each pair. So there is a perceived bias.

What then do you think is the real skew and is there any skew at all?
 
If there were no distortions then it would not be necessary to have a huge list of currency pairs and calculate the missing pairs through the major ones.
 
This is the way to try to eliminate the influence of DT filters
 

There is a "skew", but it is insignificant compared to the spread and the terms of opening and closing trades. You can't get normal arbitrage in a kitchen. Or rather, it will not work at all.

Consider that there is no slope. And in order to use it, you need quite different traded volumes and quite different liquidity providers. The spreads there are 10 times smaller and the speed of processing is higher, but when you reach that level, you won't want to do such nonsense.

 
Zhunko:

There is a "skew", but it is insignificant compared to the spread and the terms of opening and closing trades. You can't get normal arbitrage in the kitchen. Or rather, it will not work at all.

Consider that there is no slope. And in order to use it, you need quite different traded volumes and quite different liquidity providers. The spreads there are 10 times smaller and the speed of processing is higher, but when you reach that level, you won't want to do such nonsense.


You cannot arbitrage, because of that the movement will change (because of the threat of arbitrage). As for skewness, yes you're right they are not significant compared to the spread, but I'm trying to consider not some individual skewness but their accumulation and the speed of these accumulations. But skewness is not the right word. What do you think about it?
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