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as a result, it all collapses quite predictably on OOS.
Well, maybe if you can't overcome unsteadiness, you should take the lead.
and remind the Joker`s grand picture from the topic of moneyballs, around which a lot of copies were broken))) transcendreamer talked about it too.
Well, maybe if you can't overcome unsteadiness, you should take the lead.
and remind of the Joker's grand picture from the doughnut thread, which has been the subject of much discussion))) transcendreamer has also talked about it
It goes like this:
Synthetic in minimum lots. Its price is 5.881 USD.
EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1
Components after normalization
Like this:
Synthetic in minimum lots. Its price is USD 5.881
EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1
Components after normalization
2. why should the sum of indexes be equal to 1?
can you see the movement of currencies?
Like this:
Synthetic in minimum lots. Its price is USD 5.881
EURGBP -1 GBPJPY 1 CADJPY 2 EURCHF -1 EURCAD -1
Components after normalization
It's not a stint at all.
http://dic.academic.ru/dic.nsf/ushakov/1024250
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 fora basket of currencies.
HM, the topic can be developed further.
P/S I will voice my puzzles and questions.
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