The most banal trading strategy - page 11
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We buy shares, sell futures for the same amount and profit from the refinancing rate. There's no need to think too hard, it's already higher than the interest in many banks.
What platform would you recommend for this?
It is not. The good thing about theory is that it can predict, guide practice. For example, you predicted the existence of the positron at the tip of a pen - and there it is, in an experiment (later, later).
This was an assumption, not a theory. Similarly, it is all the same/mirror, yet positrons are not observed in similar numbers, nor is antimatter observed in similar numbers. That is in fact the bottom line: the positron as well as antimatter are defects of the universe that are naturally withdrawn from the circulation of particles/matter in this universe.
Lenin did not yet know why the Sun shines. His knowledge of the world in this sense was not much different from the level of the savages of Ancient Egypt. Therefore it is not surprising that "practice is the criterion of truth" is true only to some extent. And then pure theory begins. If you know that the whole body of knowledge in chemistry can be reduced to the solution of E. Schrödinger's equation, go ahead. Take your computer and go ahead. And you will be able to predict the existence and properties of thousands of substances, which you have never seen and could never see(for example, if they are formed at the pressure of a million atmospheres).
Lenin didn't give a shit about that, there were other pressing problems from applied physics/chemistry/sociology - like colourless ink and the face of the revolution.
Not an acceptable puncture. Where the pressure is a million atmospheres, comparable high temperatures are present - which rules out the traditional structural organisation of "matter".
All in all, just another smarmy physicist's stunt to bend xforex.
P.S. If anything, I have a longer one (see ava.) ;)
Thanks, I'll have to look into it.
Not an acceptable puncture. Where the pressure is a million atmospheres, comparable high temperatures are present - which rules out the traditional structural organisation of "matter".
In fact, there are now indeed algorithms that calculate matter that could only have arisen under super high pressure, some of the calculations are confirmed in practice.
There are still possible tricks, and risk-free increases of up to 12-15% p.a. are possible.
Listening carefully, announce the whole list, please.
I don't need a tester. I have MathCAD :-)
However, since the quality of theoreticians in this branch is below the redline, I'd like to inform you that Z is GBPUSD. Since, obviously, a GBPUSD pips is times more expensive than a dollar pips, and EURGBP delta is calculated in pips of the pound as the quoted currency.
So: GBPUSD*delta(EURGBP) = X*delta(EURUSD) - Y*delta(GBPUSD).
You can select the X and Y coefficients in your tester, if you don't want to write them on a paper with a pencil.
Your statements are interesting. Let's move on to practical exercises. Yes, I'm not a physicist or a mathematician, so I'll ask you to describe the formula in details - what does delta(EURUSD) mean?
As I understand it, the X and Y coefficients are the position volume of each instrument?
Tricks are still possible there, and you can increase up to 12-15% per annum without risk.
Between November 1997 and April 1998 Gazprom shares fell from $1.8 to $0.045, a 40-fold drop. I had a deputy who kept everything in Gazprom, 2 kids and a young policeman husband, a service flat. They barely saved me from going to jail.
Between November 1997 and April 1998 Gazprom shares fell from $1.8 to $0.045, a 40-fold drop. I had a deputy who kept everything in Gazprom, 2 kids and a young policeman husband, a service flat. Barely saved from the nut house.
So it is suggested to buy shares and sell a futures contract, i.e. change in value of asset and derivative gives zero delta in the moment, but in fact profit increases due to decrease in value of futures contract, due to its origin.
If you remove the lock, the strategy degenerates into the following one:
at any point we mark a level and specify an initial Take and Stop (they aren't set, they are simply variables), we don't open positions; if the market moves further to the level of the initial Stop Loss, we open a position in the direction of offsetting from the initial level, with Take equal to the difference between the initial Take and the initial Stop (we subtract from Take the locked Profit).
If think about it this strategy does not differ much from trading using wipers. They also open in the direction of movement with a delay.
The only difference is the absence of jitter.
Somewhere on the forum a long time ago, using examples, I showed that two simultaneous Buy+Sell trades with non-overlapping Tp/Sl are equivalent to emulation of OCO placement of a pair of positions. With spread and margin paid per lock.
The type of OCO orders and their own TP/SL depend on the initial ones.
In the end the trick comes down to trading from the channel - trading inwards, on breakout, up or down. But with additional costs :-)
*) OCO - One-Cancel-Other. When one is executed, the other is cancelled
So the suggestion is to buy a stock and sell a futures contract, i.e. the change in value of the asset and the derivative gives zero delta at the moment, but in fact the profit is increased by reducing the value of the futures contract, because of its origin.
By a factor of 40?