The impact of the spread on trading results - page 6

 
Mihail Marchukajtes #:
We need to find this arbitrage between specific brokers, for example yesterday my friend and I, being already to the close of the market, found a TIME arbitrage between Moex and one VERY famous broker. Come to think of it, temporary with a delay of 1-2 minutes. That's just a gold mine :-) From Monday we'll be losing it, at least we'll try it :-)

Good luck! And I will try to automate the process, maybe I'll get lucky too.

 
Mihail Marchukajtes #:
You have to find this arbitrage between specific brokers, for example yesterday my friend and I, being already to the close of the market, found a TIME arbitrage between Moex and one VERY famous broker. Come to think of it, temporary with a delay of 1-2 minutes. That's just a gold mine :-) From Monday we'll be losing it, at least we'll try it :-)

That's amazing! Is that possible?

 
Mihail Marchukajtes #:
We need to find this arbitrage between concrete brokers, for example yesterday with my friend, when we were to close the market we found a TIME arbitrage between Moex and one VERY famous broker. Come to think of it, temporary with a delay of 1-2 minutes. That's just a gold mine :-) Starting from Monday we are going to lose it, at least we will try :-)One more question

Another question, is this delay saved in the tick history of these brokers? I mean, does it make sense to analyze tick history for such situations or everything is straightforward there and it is only necessary to save ticks in real time yourself?

 
JRandomTrader #:

Is there such a thing?

No, it doesn't. Think about it.

 
Mihail Marchukajtes #:
We need to find this arbitrage between specific brokers, For example yesterday my friend and I, being towards the close of the market, found a TIME arbitrage between Moex and one VERY famous broker. Come to think of it, temporary with a delay of 1-2 minutes. That's just a gold mine :-) From Monday we'll be losing it, at least we'll try it :-)

may I have a word with the sweet couple?

If dealers are making money on the spread, then it is high time for arbitrage
 
then complain that the broker didn't pay. will return your deposit and blacklist)
 
Fast235 #:
then complain that the broker has not paid. will return your depo and blacklist)

The broker will pay just the same.

 
ironfelx #:

Another question, is this delay saved in the tick history of these brokers? I mean, does it make sense to analyze tick history for such situations, or everything is straightforward there and you just need to save real time ticks for yourself?

You have to understand, arbitrage is noticeable from 5M and it does not always occur, but in most cases all the time, just when you can see movement in candlesticks and compare peaks and troughs

If you have a few ticks formed here and there, then at a certain moment you can see the imperfection of the quotes, when you have 1-2 minutes, maybe even more. To play this arbitrage, well, or stand at the best price at a particular moment in time!!!! The main thing is to choose the tools and different brokers, one normal broker who quotes directly from the exchange, the other is a semi kitchen company but well known and voila, there is a difference. I think there is a difference. And we watched it from computer screen (Moex) and traded through app from phone...

 
And in fact quite legally you can trade the spread and on the Moex, calendar spread for example, which the legal participants of Moex do, and they are for a minute about 350 on the number about!!!
 
Mihail Marchukajtes #:
Understand arbitrage is noticeable from 5M onwards and it doesn't always occur but in most cases all the time, just when you can see movements in candlesticks and compare peaks and troughs

formed here and there, then at a certain moment you can see the imperfection of the quotes at which you have from 1-2 minutes, maybe more. To play this arbitrage, or to stand at the best price at a particular moment in time!!!! The main thing is to choose the tools and different brokers, one normal broker who quotes directly from the exchange, the other half-kun office BUT known and voila, there is a difference. I look at them from computer screen (Moex) and trade through application from phone, so...

Still, I don't quite understand. If there is a difference in the form of a chart - peaks and troughs differ by height or depth, or in the form of candlesticks, which is the same, is there not such a difference if we compare the ticks of these instruments? From some tick the gap between them should increase. And yet in the history, even at M5, will these differences be preserved between these brokers? Or only real time is visible today, and tomorrow everything is almost synchronous on both charts, i.e. the broker covers his tracks.

About the phone and the computer... I read somewhere that one and the same broker has delays in quotes from web and desktop versions of the terminal. Is that what you mean?

Reason: