Not the Grail, just a regular one - Bablokos!!! - page 481

 
Renat Akhtyamov:

is this what pair trading is all about?

I mean, the ones that "don't"

no.

the ones that are yes! you have to level the legs in terms of volume in the money.

whether the paired one works - I didn't say anything about that.

 
Renat Akhtyamov:

...

and to trade these pairs equal in volume is tantamount to trading their cross.

 
and anyway, who says the two-legged lots have to be matched so that it matches their crossover.

you can set different lots.

for example, based on the volatility of these instruments.
 
multiplicator:
and anyway, who says that lots for two legs should be chosen so that it matches their cross.

you can set different lots.

For example, based on the volatility of these instruments.

It's not just volatility that needs to be taken into account, but also the point value.

 
Vitaly Muzichenko:

Not only volatility has to be taken into account, but also the point value.

Yes, or else the volatility charts will be the same, but a 1 pip movement on the first and second chart will give different results.

 
multiplicator:

Yes, or else the charts will be the same in terms of volatility, but a 1 point movement on the first and second chart will give different results.

Including: volatility per rouble invested. I can see that you understand this.
 
Comrades! You're wrong to blame@Aleksander for his original approach to series probabilities. That is, after certain episodes have fallen out, the dynamic probability of some of the next episodes will increase. I understand that it's boring to sit down and check this proposition, assumption, whatever you want to call it. About change of signs of differences of modules of increments he too govarival on initial pages of a theme, that too not especially began to untwist this in my opinion phenomenal fact. Have brushed aside as from an annoying fly. A couple of people at least checked it out and came to the initially correct conclusion that this change of signs is achieved predominantly by a large variant of possible series dropouts. But it was also written there that the series length could be increased from 3, to 4.5 etc. And there you can find interesting anomalies (I pinned a picture a few pages earlier), if you add to it the 1st virtual transaction, and maybe even the second, and see what series were left on their probable falling out, then in general, like a great picture comes out. And if you also look at distribution statistics after a minus or plus sign change, well, no one is just going to tell you how to make money playing numbers. What to do? Check!!! Even if it turns out to be a wrong hypothesis at first, do not give up check for possible errors, very much thrown out because there is a trivial error somewhere in the calculations, even more thrown out when we can not look at something like the result from a different angle.
He does not know from whence came his "best online casino", a system of bets, and so on and so forth. So many ideas already ponakilala and agree with you from his posts always reeks of trailblazing innovation =)))
Do not get mad and swear at each other! If you need money here and now and you resent not being told where it is, that's fine! Anything that comes easy, goes just as easily.
 
ironfelx:
Comrades! But you should not fall back on@Aleksander with his original approach to series probabilities. That is, after a certain fallen series, the dynamic probability of falling out some of the next series increases. I understand that it's boring to sit down and check this proposition, assumption, whatever you want to call it. About change of signs of differences of modules of increments he too govarival on initial pages of a theme, that too not especially began to untwist this in my opinion phenomenal fact. Have brushed aside as it pesky a fly. At least a couple of people checked it and came to the initially correct conclusion that this change of signs is achieved mostly by a large variant of possible series dropouts. But it was also written there that the series length could be increased from 3, to 4.5, etc. And there you can find interesting anomalies (I pinned pictures a few pages earlier), if you add to this 1st virtual transaction, and maybe even the second, and see what series left on the likely fallout, then you get a great picture. And if you also look at distribution statistics after a minus or plus sign change, well, no one will just tell you how to make money playing numbers. What to do? Check!!! Even if it turns out to be a wrong hypothesis at first, do not give up check for possible errors, very much thrown out because there is a trivial error in the calculations, even more thrown out when we can not look at a result from a different angle.
He did not understand from what times flew with his "best online casino", a system of bets, and so on and so forth. So many ideas plucked and agree with you from his posts always smells like a brave innovation =)))
Do not get mad and swear at each other! If you need money here and now and you resent not being told where it is, that's fine! Anything that comes easy, goes just as easily.

Just an answer for you. I'm not against anyone here) I'm gaining experience myself.

So: check all hypotheses, only on the demo)) If you've earned something by trading, you may check it right away.

If you've earned something with your trading, you may check it on the real account. It's long, but all by itself).

 
Let's say that's what I was talking about. You get the first summary, then you unfold it, detail it and detail it again. Trying to discover where we would have an advantage. If anyone is a proponent of the theory that in random processes the past does not affect the future, then stay with this scientific fact. It may turn out that the stock exchange is not a random process after all. In general, some people value ideas more than the truth, and some on the contrary.
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multiplicator:

and to trade these pairs equal in volume is tantamount to trading their cross.

That's what I'm saying.
Reason: