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From theory to practice - page 1709

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Alexander_K:

By the way, I sometimes come back to the idea that probably the best decoupling indicator is OI.

But only as a divergence indicator, i.e. as an advisor that takes the final decision to enter a trade at the moment the price hits a certain decision-making range.

It obviously can not function as a self-sufficient TS.

Since there is no such thing as OI in the terminal, and you seem to be able to calculate it by some formula, then paste it right here. Let's try it in my TS. If it leads to the True Grail (Quiet House according to Dreamer's classification), we'll rejoice. А?

OI is a clue.

That is, there are only two market concepts that should be spinning around in your head - volume and at what price.

I personally have only been able to build such an indicator with them.

Have researched a lot just to get volume and price information straight from the chart.

But there are probably many ways....

I can't post it.

Somebody still has to lose so that the winner can have some tea and black bread.

Renat Akhtyamov:

OI is a clue

That is, there are only two market concepts that should be running around in your head - volume and at what price.

I personally have only been able to build such an indicator with them.

I've studied a lot just to get information about volumes and prices straight from the chart.

But there are probably many ways....

I cannot post it.

Somebody has to lose anyway, so that the winner can have some tea and black bread.

Show me a picture.

Vizard_:

Show me a picture.

a picture?

I'll describe it virtually.

two arbitrage pairs within the combined spread

like the eva and the chif.

one is slightly higher, the other lower

and one, an ejection that swaps them out

this is the strategy

Trading on one pair is also possible, but there is nothing to hedge, because the risk is enormous.

Also, one pair without a description of the other is uninformative

Renat Akhtyamov:

a picture?

I'll describe it virtually.

two arbitrage pairs within the combined spread

like the eva and the chiff

one is slightly higher, the other lower

and once, a spike that swaps them out.

this is the strategy

trading on one pair is also possible, but you need to hedge, because the risk is enormous

you have to hedge the difference between the two pairs.

Sliding.

Vizard_:

Spread.

Yeah, and it's very small if it's drawn correctly

Alexander wrote in the doughnut that it can go up to 600 pips.

However, it should turn out to be in our favour

Maxim Kuznetsov:

two highly correlated areas separated by a news spike are highlighted.

red is pre-event, blue is post-event. Offset is exactly 72 hour bars (3 days, Wednesday, Thursday, Friday.)

literally shortly after H o'clock, the ACF is just under 1 and gradually falling.

...


Aleksey Nikolayev:

...


this cartoon should be on the home page at all times

with a compulsory requirement to view it before publishing and purchasing :-)

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Towards the Risk-Free Curve: Logarithmic vs. Arithmetic Returns ⋆ Quantdare %
Towards the Risk-Free Curve: Logarithmic vs. Arithmetic Returns ⋆ Quantdare %
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As Nassim Taleb states, ideas come and go, stories stay. So today Maximiliano and myself are going to build for you a story which hopefully will carve in your mind the importance of doing things right; or put differently, of using logarithmic returns instead of arithmetic returns when you should. To do so, we will use once again a common...
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