Not the Grail, just a regular one - Bablokos!!! - page 31

 
FinBuda:
Hello, everyone! Hi NeKolya, andthis static is painfully familiar to me ))))


And where is the full site is already lying on what forum. Is not it here?

PS: Alexander, yo mai libert augustin augustin, yo mai libert augustin ales nicht hin. Granny! Chickens! Mleko! Eggs! Schnell!

 

I'm going to go and follow my trackers and get the stats and post them.....(((((() it's not a funeral without an accordion.

who's in withdrawal mode, you can help .

 

Let's continue the perversion. I'm going to try to pass from the analysis of price decompositions to the analysis of graphs of dynamically changing lots, some dimensionless value (multiplication coefficients by lots.)

Then multivariate analysis of these series.

 
I have a vague suspicion that the entire article will be assembled and the discussion will be over. I have a vague suspicion that as soon as the whole steat is assembled, the discussion will be over.
 

Of course they will, because it was not clear what will happen. The order of making deals and knowing when and for which pairs they and lots will not give the full picture of what is happening.

If you do not know the order of making trades and know when they are matched, it will not give you the full picture of what is happening.

And I'm noticing more and more

that I feel like I've been piddled.

And I don't dream of mariachas,

I've been replacing nature with TV.

What happened yesterday,

I've got to forget it,

♪ From tomorrow ♪

# Tomorrow's the day # ......

PS: Nekolla St. Petersburg has already told you five times that he is a great Murkavod, and that he will not tell you anything of value. And you are like little kids, you jumping on every mischief like it's gold.

 
Well, I think he also left a comment in this thread to my question about lots in all 4 LPs or between LPs. There is another problem here - it is difficult to calculate lots without the index with parameters, in any case recycle2 even with direction misses (at least with those depths of samples that I checked) and line gives almost the same lots as recycle, but with more parameters and they are different. That's why I asked about the split between the sliders, because then the lots would be a bit different and the directions would be done in FI.
 

If you want to play with lots you have to know when to connect them, in other words, the timing of splits is important, you don't know when these splits will converge, but I think there are ways to get anticipation in this direction, (the moment when they started converging), and if we know the convergence process has started, you don't have to be smart to place lots in the system.

Of course, one can do it without anticipation, but in this case the deposit must be huge, while profitability will be miserable. Nicola has apparently learned to pull the prediction. That is, to get the earlier signals.

 
I wasn't referring to the lots in this case, but to the neutral market position needed to play the cointegration game. And as for the spreads, I don't know that they will even converge. But on the other hand if there is a signal for the split on the entry of specific Instruments in specific directions and these directions are confirmed by other independent indices/signals, then it is somehow more reassuring.
 
Lastrer:
He's not from St. Petersburg, he's somewhere in the south, as the nearest gaming zone to him is Azov-city.


He's not from St. Petersburg, either.

 
Lastrer:
In this case I wasn't referring to lots but to a neutral market position necessary for cointegration. And as for the slippage, I don't know that they will ever converge. But on the other hand if there is a signal for specific Instruments on specific entry directions and these directions are confirmed by other independent indices/signals, then it is somehow more reassuring.


We do not need to know whether they will converge or not, they may not. But to know the inflection points beforehand is a nice green bookmark. They may start to converge, then not converge, then they may start to diverge again. So it doesn't matter whether they converge or not, it's important to determine the earlier onset of the divergence/divergence.

And in pure form it is not visible for the pairs themselves, because the slippage is not related to the movement of the instrument itself, it may occur either during a trend or during a flat.

Reason: