On the unequal probability of a price move up or down - page 181
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So far, one thing is clear - profits may or may not be expected, which is quite clear.
One of the reasons may be the fact that when entering it is necessary to take into account the correlation sign. It is not clear whether the TS takes it into account. For example, at the moment the correlation between the pound and the euro is negative.
What's not to like about the classic paired trading approach - calculating asset ratios using the beta coefficient?
I can't speak for or against, as I'm not familiar with this method).
In the meantime, the confident expectation of profit continues:
I think it's a good time to cut in...
I bought NZDCAD, though I could Sell=EURNZD and Buy=GBPCAD
It is a little early, the indicator did not show convergence, but the deal is risky minimally, if something - it is possible to average on a signal
You have to have a benchmark to calculate the beta :)
In the stock market, beta is the angle of deviation of the stock chart from the SPY chart ... and in currencies, what is the deviation from what?
You have to have a benchmark to calculate the beta :)
In the stock market, beta is the angle of deviation of the stock chart from the SPY chart ... and in currencies, what is the deviation from what?
in a pair of 2 currencies, where are the reasons to believe that the benchmark is the euro and not the dollar?
in a pair of 2 currencies, where are the reasons to believe that the benchmark is the euro and not the dollar?
Dollar index or euro index.
The stock index is an aggregate, the currency index is an aggregate.
I noticed that after the Brexit EURUSD / USDCHF is working very well in different directions
And the signals go +- 4 hours, because it's like a hole in a hole ))
In the meantime, the confident expectation of profit continues:
I think it's time for a refill...
What the hell is going on!?