Not the Grail, just a regular one - Bablokos!!! - page 172

 
I don't think successful people bust their balls to prove their success....
 
Sepulca:
I don't think successful people bust their balls to prove their success....

There's one nuance - if you don't care about public recognition as a tough trader, you won't come out in the square and you won't post about it on the forums, but if you did and started beating your chest that you have huge profits, then do the good - prove it, otherwise you're just a cunt-ball zateynik. Moreover, to prove it is now absolutely easy - registration on the non-monitoring takes 10 minutes.
 
vasabu2012:
There's one subtlety here - if you don't care about social recognition as a cool trader, you won't go to the public square and you won't trash about it on the forums, but if you did and started beating your chest that you have huge profits, then do the good and prove it, otherwise you're just a cunt-ball zateynik. Moreover, to prove it now is absolutely easy - it takes 10 minutes to register on the unmonitored.
The anti-correlation is complete, you can't wait for me on the squares, and I don't particularly crack on the forums... And the profits aren't fucking .... modest as they are...
 

Honestly read, tried to figure it out, but I don't see how it works. I have to go through all the currencies I could get my hands on.

We went through all the currencies we could get our hands on in pairs. We calculated all market-neutral portfolios and selected those that have maximum variance in a market-neutral portfolio. Let's consider one of the portfolios Euro/Buck against GBP/Buck as an example. Everything seems to be clear, when the synthetic crosses let's say two sigmas, we open positions, sell someone and buy someone according to the calculated lots. When it returns to zero or to another channel boundary we close the position. Everything is clear here, even for me, see Fig. 1.

In general, I do not understand what to do if the synthetic has crossed two sigmas and is not going to return to zero, see Fig. 2. It was mentioned here that we should start speculating with lots to return the synthetic to zero again. HOW?


 
ivandurak:

Honestly read, tried to figure it out, but I don't see how it works. I have to go through all the currencies I could get my hands on.

We went through all the currencies we could get our hands on in pairs. We calculated all market-neutral portfolios and selected those that have maximum variance in the market-neutral portfolio. Let's consider one of the portfolios Euro/Buck against GBP/Buck as an example. Everything seems to be clear, when the synthetic crosses let's say two sigmas, we open positions, sell someone and buy someone according to the calculated lots. When it returns to zero or to another channel boundary we close the position. Everything is clear here, even for me, see Fig. 1.

In general, I do not understand what to do if the synthetic has crossed two sigmas and is not going to return to zero, see Fig. 2. It was mentioned here that we should start speculating with lots to return the synthetic to zero again. HOW ?




We put all portfolios together and we obtain the same price chart, only through ass, it cannot walk around all the time, as you have seen it can go far and do not come back, so everything is the same as on one currency, portfolios trading to look for entry/exits is the same as trading on one currency, here is one advantage - we can build more or less flux portfolio (but also at least for a while ... for now.We tried to check if there was any entry-exits in the same time it did not give us anything, if there is an entry-exit system ... then it can be applied to any chart ... and if we look for entry-exits it cannot be applied to any one currency ... we will never know where to enter ... and if we do not know where to enter ... and we cannot wait until the price increases ... and then we will have to wait until the price decreases ... so we will have to wait longer to lose. you can apply it to any chart, but to come up with something really profitable is fantastic(

 

/*what to do if a synthetic crosses two sigmas and won't come back?

That's a quick point.

For doubles and basketball, this is the basic question - what to do if the synthetic is not going to come back in the next couple of months.
For doubles, flip, for example, in time. Filter the inlets. Refill your feet. Pair up with a good pair. Full MM - the top-starter, but he also has elks (he said it himself) sometimes.

For basketball - it turns out that Joker achieved 99% efficiency by selection and filtering. But this is where it gets interesting.
He doesn't always put synthetics on the return. See his posts in the body of the thread or, for an example, draw the first deal (basket equity).

 

To 7Konstantin7:

NeKolla/Aleksander in another thread even taught you how to make money on a coin:) Don't be so conceited. Probably a billionaire by now:)

 
Joker:

No, it's not trading from the borders inside the channel - there are no fish there ( or rather the spread won't allow you to take profits that way ).

 
b2v2:

/*what to do if the synthetic crosses two sigmas and won't come back?

To the legs to refill.


This, if you can be more specific.
 
ivandurak:
This, if you can be more specific.


You don't want to top up here.............
Reason: