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The same thing can be written in different ways. It doesn't change the essence if you don't treat it as a religion.
Attached is an example of a vector calculation for a basket of currencies.
The vector interpretation is quite interesting.
it reminds me of what he did on one forum
he considered a market condition as a point in a multidimensional space
it seems that the current values of exchange rates were coordinates, and the axes were currencies
Then it seemed there was a solution to a system of linear equations
As a result, if I remember correctly, the trade was going with a deviation from the point cluster centre
some positions were known to be unprofitable, but the calculation was based on the overlap from other positions
regarding the calculation of the vector, it is immediately obvious that the usdcad calculation is incorrect
because the value of 1 usdcad contract always = 100 000 dollars and does not change (in micro lots $ 1000)
in general it would be better to take the monetary volatility of a contract rather than its value
because more expensive contracts are not always more volatile
but you can not see the application of the calculated vector, so I will refrain
the vector interpretation is quite interesting
it reminds me of what programsun did on one forum
he considered the market as a point in a multidimensional space
it seems the coordinates were current values of exchange rates and the axes were currencies
Then it seemed there was a solution to a system of linear equations
As a result, if I remember correctly, the trade was going with a deviation from the point cluster centre
some positions were known to be unprofitable, but the calculation was based on the overlap from other positions
regarding the calculation of the vector, it is immediately obvious that the usdcad calculation is incorrect
because the value of 1 usdcad contract always = 100 000 dollars and does not change (in micro lots $ 1000)
in general it would be better to take the monetary volatility of a contract rather than its value
because more expensive contracts are not always more volatile
but you can not see the application of the calculated vector, so I will refrain
It is not a synthetic.
A synthetic is a virtual trading instrument calculated on the basis of currency pair quotes.
Don't make this up
Virtual if it is not quoted. Otherwise, why make it up?
Synthetic is a quoted instrument. Why else would it have been created?
It is quoted through its constituent currencies according to a calculation formula
Synthetic is a quoted instrument. Why else would it have been created?
It is quoted through its constituent currencies according to a calculation formula
Synthetic is an implicit recognition of the existence of some indices. For example, the indexes have the following names
USD EUR GBP JPY AUD CHF CAD NZD
Then the quote of any currency pair is a quotation of indexes.
Synthetic is an implicit recognition of the existence of some indices. For example, the indices have the following names
USD EUR GBP JPY AUD CHF CAD NZD
Then the price of any currency pair is a quotation difference between indexes.
What do indexes have to do with it?
Here, X = GOLDUSD + 1/SilverUSD^2.
What indices have to do with it?
Here's the synthetic:
X = a*AUDUSD +b*USDCAD - SILVERUSD^1/2
What are the indices here?
Here's the synthetic:
X = a*AUDUSD +b*USDCAD - SILVERUSD^1/2
What are the indices here?
Specifically, what do we sell and what do we buy?
It's easy to write abracadabra, it's especially interesting to find out about SILVER in an exotic position.
Specifically, what are we selling and what are we buying?
It's easy to write abracadabra.
I've already explained it - how many times do I have to tell you?
You want to sell synthetic - sell AUDUSD, USDCAD and buy silver
I've already explained it - how many times do I have to tell you?
You want to sell synthetic - sell AUDUSD, USDCAD and buy silver