Pair trading and multicurrency arbitrage. The showdown. - page 43

 
mytarmailS #:
And if we take a longer interval of 50 times, or a few months, won't the received spreads disperse?

Averaging saves, they don't go away by much.

 
Vitaly Muzichenko #:

Averaging saves, they don't leave much.

And you can look at two pairs normalised by your method using data for several days.
But to see a picture for several months?
 

Hi everyone. I'm not hammered ) Development continues. I found a good indicator. The main problem is the sliding sliding not slamming, which I solve in all possible ways.

Files:
1000_3_0.4.png  17 kb
 
Roman Poshtar #:

Hi everyone. I'm not hammered ) Development continues. I found a good indicator. The main problem is the non-slap sliding which I solve in all possible ways.

Yes, these slides may not fit together.
 
Vladislav Vidiukov #:
Yeah, those slides may not match.

The first algorithm for outputting to the b\u when the slides don't match.

Files:
1000_2_0.4.png  17 kb
1000_3_0.4.png  15 kb
 
Roman Poshtar #:

The first algorithm for getting out when the slides don't match.

When you're testing, don't cheat yourself.

On a real account, it's the death of a deposit.

 
Maxim Kuznetsov #:

when you're testing, don't fool yourself.

On a real account, it's the death of a deposit.

Why do you mean ruin? It clearly says Hundred Thousand Phantoms and the minimum lot. 3 thousand for 3 years, it turns out 1% per annum. Normal such earnings...))))))))

 
Alexey Viktorov #:

Well, why doom and gloom? It clearly says Hundred Thousand in cash and a minimum lot. 3 thousand for 3 years, it turns out 1% per annum. A normal earnings...)))))))

No one said that here you need a depot of 100 $. I think we need a centovik, which we are given so far ) 1000 $ / 100000 edenits. And devarification on numerous bundles. + Restriction on trading 2-4-6 bundles at the same time. A kind of multi-currency, in our case multi-park )))) That's how it is so far. Now I am developing a new version, the results are better.

 
It's not about arbitrage, it's about averaging.
 
mytarmailS #:
It's not about arbitrage, it's about averaging.

Explain more, please.

Reason: