Not the Grail, just a regular one - Bablokos!!! - page 266
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Someone help me understand this LRBuild function.
I have two arrays - AUDUSD and NZDUSD, how can I do regression between them?
What parameters should I use for this function?
Each column of rectangular array [,] xu function public static void alglib.lrbuilds() - these are independent variables x, the last column respectively dependent y. parameter out linearmodel lm is passed by reference, i.e. value is available after function
lrbuilds(). Then call public static void alglib.lrunpack(linearmodel lm, out double[] v, out int nvars) and pull out coefficients double[] v of obtained regression model.
P.S. If you need allglib only for regression, then forget about it - it's useless to understand author's quirks, if it's not all you need, then learn R, allglib is limited by functionality.
About "by EURUSD + sell GBPUSD does not equal by EURGBP !!!!!!!!!" this has long been known to many.
Can you give us some pointers? What do you mean by "initially as if in a "hedge" or "arbitrage"?
And a couple of examples of stationary (for a year or two, three) channels can you see?
As for the right thoughts, the situation is multifaceted, because everyone rereading this blog finds these or those moments for themselves.
And I also had these thoughts, not so wide of course, but I was really interested in finding a stationary channel in the triangle,
e.g. EURGBP = (roughly) EURJPY+GBPJPY. To be more precise, I buy EURGBP pair and sell EURJPY+GBPJPY.
I think it is unreal to keep the stationary channel for two or three years and it is not necessary, but two or three months may try it.
As for the right thoughts, the situation is multifaceted, everyone finds some points while rereading this thread.
I had these thoughts too, not so much, of course, but I was really interested in finding a stationary channel in the triangle,
e.g. EURGBP = (roughly) EURJPY+GBPJPY. To be more precise, I buy EURGBP pair and sell EURJPY+GBPJPY.
I think that keeping of a stationary channel for two or three years is unrealistic and even not necessary.
Keep us posted.
be sure to let us know in two or three months.
keep us informed
be sure to let us know in 2-3 months.
so that there is no misunderstanding, i have played around with lots in this triangle on the advice of the topicstarter, so i don't think it's just going to be around zero....
As for the right thoughts, the situation is multifaceted, everyone finds some points while rereading this thread.
I had these thoughts too, not so much, of course, but I was really interested in finding a stationary channel in the triangle,
e.g. EURGBP = (roughly) EURJPY+GBPJPY. To be more precise, I buy EURGBP pair and sell EURJPY+GBPJPY.
I think it is unreal to keep the stationary channel for two or three years and it is not necessary, but two or three months may try it.
And Sensei Nikola does his magic so that they go in the channel for a year and a half. And the triangle is likely to be blocked for a long period of time.
I still have my suspicions that Nikola is not Alexander, perhaps they have similarities in the avalanche build-up....
keep us informed
be sure to let us know in 2-3 months
It is the same person. And she (that person) herself has confirmed it.
As for the right thoughts, the situation is multifaceted, everyone finds some points while rereading this thread.
I had these thoughts too, not so much, of course, but I was really interested in finding a stationary channel in the triangle,
e.g. EURGBP = (roughly) EURJPY+GBPJPY. To be more precise, I buy EURGBP pair and sell EURJPY+GBPJPY.
I think it is unreal to keep the stationary channel for two or three years and it is not necessary, but two or three months may try it.