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Aleksei Radchenko:


Correlation of strategies.

There is no such term.

Also, the subject of how a signal with a cost of $10K sells for $20 is not covered.

 
Aleksei Radchenko:


Correlation of strategies.

Do you subtract the LR from the BP-equity of each and then construct a QC matrix?
 
Aleksei Radchenko:


Correlation of strategies.

I bring in a pool of strategies. If possible, I negotiate with the author, sometimes I buy a robot with a signal. I try not to violate the offers. This is a violation in MQL, that is why there are no translations from here. I bought the above signal for $10k and I am not the only subscriber to it:) I am not the only one who subscribed to it :) So I am in control of the legal side and I ask you not to make such remarks without having studied the Vendor's Offer Agreement :)


Judging by the screenshot -- the subscriber account is 40,000 -- at a subscription cost of $900 per month -- the signal should yield 900/40000 = 2.25% per month minimum.

So, most likely, the only subscriber of this signal is the ISP itself - only the ISP can pay for such a subscription with its signal.

Or when subscribing -- the cost was quite different.

 
Vadim Baklanov:
There is no such term.
I will not take the liberty of inventing the term. At least Strategy Quant did it before me. Try their analyzer, it's free. Perhaps we just disagree in terminology. Perhaps my approach is a pseudo-scientific heresy :)
 
Aleksei Radchenko:
I will not take the liberty of inventing this term. At least Strategy Quant did it before me. Try their analyzer, it's free. Perhaps we just disagree on the terminology. Maybe my approach is a pseudo-scientific heresy :)
So what are you calculating the correlation of? You're checking the correlation of what exactly? Open positions, equity? It's a simple question.
 
Vadim Baklanov:
So what are you counting the correlation of? Are you checking the correlation of what exactly? Open positions, equity? It's a simple question.

Equity, taking into account open positions.
 
Aleksei Radchenko:

Equity, taking into account open positions.
It doesn't work like that. Well, I see, the miracle tool gives some figure calling it a correlation of strategies. There is some kind of method inside that is unknown to the general public.
 
Aleksei Radchenko:

there is a signal coming from the zula

By the way, the capabilities of Zula are many times superior to mq signals. They have several signals for one account, and automatically turn off the signal when risks are exceeded, control the lot, etc. They even draw equity on charts instead of balance. But the broker that has organized it all (FFF, the name is encrypted for advertising) is a gadget in the worst sense of the word - slippage, plus huge commission and spread on each transaction. Their signal service in good hands would be divine.
 
Alexandr Bryzgalov:

The statistics are likely to be much worse.

Because there is not a huge number of signals that have been drained and disabled among those available in the window.
The dynamics could be monitored by making such a cut every day and taking into account the number of new accounts in each group.

 
Aleksei Radchenko:

Equity, taking into account open positions.
Where does equity come from? Are ticks pumped in for all traded instruments?
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