On the unequal probability of a price move up or down - page 155

 
Aleksey Mavrin:
Well, there you have it. All exponentially increasing (or decreasing) indicative functions.
Sorry for the quip - you've been educating yourself as well :)

That's all right. All the more reason to let my quip go unnoticed.

 
secret:

Yes. And where it is good for physical reasons (EUR-DKK), the spread is such that there is no gain.

But TC doesn't need any cointegration. As he wrote, "the power of his intellect" is such that he forces the spreads to converge with his mind!

Nothing special, Rosa Kuleshova moved matchboxes with her mind. The human possibilities are inexhaustible.

 
Олег avtomat:

That's all right. All the more reason for my quip to go unnoticed.

I assumed you were joking.)
 
Aleksey Mavrin:
I immediately assumed you were joking.

Well, as you know, "there's a joke in every joke".

 
You know, guys, with each passing year and with each loss of someone you know, you want to argue less and less. And more and more you want to watch and listen and slow down the moment. Happiness is not in the future. It's right here. The truth
 
Aleksei Stepanenko:
You know, guys, with each passing year and with each loss of someone you know, you want to argue less and less. And more and more you want to watch and listen and slow down the moment. Happiness is not in the future. It's right here. The truth

Here it is here. But if there is no vision of its continuation in 'tomorrow', then it is not here either.

 
Nothing so far on the trade (Focus 8, I have it open): -75 pips on the eu and +140 on the pound, about -$450 ($100 swaps). Generally speaking, flat.
 
Олег avtomat:

Here it is here. But if there is no vision of its continuation in 'tomorrow', then it is not here either.

Tomorrow may already be without us

 
When exploring trading opportunities for the pair, it is worth remembering about the phenomenon of false regression (false correlation, false correlation). It is also worth mentioning the false correlation of ratios.
Spurious relationship - Wikipedia
  • en.wikipedia.org
An example of a spurious relationship can be seen by examining a city's ice cream sales. These sales are highest when the rate of drownings in city swimming pools is highest. To allege that ice cream sales cause drowning, or vice versa, would be to imply a spurious relationship between the two. In reality, a heat wave may have caused both. The...
 
Aleksei Stepanenko:

Tomorrow may be without us

Life goes on.

"The King is dead. Long live the King!"

Reason: