For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2)

 

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Whoever is on the subject, please contact me via PM.

My public research on the subject can be seen in my profile.

 
hrenfx:

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Whoever is on the subject, please contact me by PM.

My public research on the subject can be seen in my profile.

Broste vash e-mail to fx_acc @ hotmail dot com (no nashel vashego e-mail a v profile), est' o chem poobshat'sa.

Proshu proshemija chto pechataju po anglijski.

Sergey.

 
df45xzfr4:
Answered.
 
hrenfx:

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Whoever is on the subject, please contact me via PM.

My public research on the subject can be seen in my profile.

Have you already abandoned the channels, pioneer? )

ZS: I have a question for you: is it possible to create a synthetic that is always in a channel larger than the sum of the spreads of the instruments included in the synthetic?

 
hrenfx:

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Whoever is on the subject, please contact me by PM.

My public research on the subject can be seen in my profile.

Been doing this seriously not a serious exercise.

This topic is not for mt4 traders due to the lack of variety of financial instruments required.

 

Personally, my imho :) no need to get involved in many tools - more than 3 - and even then, 2 are working, while the 3rd is for hedging, if you exceed a certain spread level ... (which is traded on the same principles - but on a higher TF)

Otherwise, on 2 pairs, spread is traded according to fairly elementary rules... :) spread appeared - sell/buy it ... spread widened - buy (using 3 variants - on both legs - on positive leg (with possibility to roll over on the other leg) - on positive leg, with trailing possible deal on negative leg) - that's it... (limiting by some total max lot on chosen Highly Correlated pairs, taking into account their volatility (excluding some time periods for calculation))

SZY - with some simple manipulations you can increase spread yield from ( N/5*5) to (N/5*31)

SZY - but this doesn't exclude working simultaneously on 12(4) selected pairs 12/(2+1), to achieve something like 300.0 pips per day...

 
hrenfx:

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Whoever is on the subject, please contact me by PM.

My public research on the subject can be seen in my profile.


the joint movement of financial instruments is total bullshit,

Ultimately the world's currency, the dollar, determines this very "co-movement"...

 

don't shout like that :) go learn about hedge funds and read about hedge funds....

we're talking about a strategy like this:

 

i.e. if you see a situation like this, you trade it...


 
hrenfx:

I am experiencing a complete lack of serious opponents on this subject.

I feel like a pioneer. Who's on the subject, please contact me via PM.

It's a much shorter name than this, which is portfolio investing. You'll never be a pioneer, try as you might to change the name, but the essence won't change.
sanyooooook:


SZS: I have this question for you: is it possible to create a synthetic that is constantly in a channel larger than the sum of the spreads of the instruments included in this synthetic

Everything can be created from history.
Reason: