Pair trading and multicurrency arbitrage. The showdown. - page 51

 
Порфирий Пупкин #:
In and out. It's coming out great! (V.P.

Why is the Equi going up and down?

It's lime, right?

I won't even draw an indicator ;))))

If you remember the formula, take a look at it:

isn't it zero?

the answer is there, I hope you will make the right indicator ;)

well, to whom it was written????

I've chewed it all up, all....

Only thing is that there is no constructive.

I look in the book and see a figure, that's what it's called!

 
Grigori.S.B #:

There are no questions with the yield of shares, bonds, bonds.
And what is the yield of a currency, for example EUR?
Derivative of its refinancing rate?

Potential profit of a speculative operation expressed in % of the base currency. That's probably correct :-) without taking into account rates and overhead losses

"a year ago I exchanged 100k for eur, yesterday I exchanged those eur back, x% more (or less) quid"

 
Maxim Kuznetsov #:

potential profit of a speculative operation, expressed in % of the base currency. This is probably correct :-)

I.e. you get the profitability not of a currency (for example, the euro), but of a currency pair (currency against the quid), right?

Maxim Kuznetsov#:

without taking into account rates and overhead losses

I.e. swap is not taken into account either? For long-term positions, it will be very significant.

 
Renat Akhtyamov #:
is not zero?

No, there for the beauty of imagination, so that the apophenia does not fade away; there are majors, with reverse. But, it is possible to draw zero, it is possible not to draw majors )

 
Порфирий Пупкин #:

No, there for the beauty of imagination, so that apophenia does not fade away; there are majors, with reverse. But you can also draw zero, you can draw non-majors )

-1.27+0.7-(-0.59) = ?

But about the doubles:

-1.27+0.7=-0.59 ;))))

that is, trading two majors, the cross is traded in the paired one.

such paired trading is a mistake, or utopia!

 
Порфирий Пупкин #:
In and out. It's coming out beautifully! (V.P.

Can I feel it?

 
Renat Akhtyamov #:
torture:
What's there to torture?
Files:
 
Порфирий Пупкин #:
Why torture me?

You don't subtract in equi, you add.

multiply the line by -1.0 ;)

and show the picture.

but the equi must be 0 or almost 0.

 
Grigori.S.B #:

I.e. it is not the yield of a currency (e.g. the euro) but of a currency pair (currency against the quid), right?

I.e. swap is not taken into account either? In case of long-term positions, it will be very significant.

just in relation to any common base. In reality, everything is traded in USD - so it's a base

(about such charts) no matter what base was chosen at the initial construction, it can always be quickly and easily recalculated to another base. Any base you choose is taken as 0 and subtracted from the others. Crosses = difference between lines

Swap is not taken into account. for the following reasons:

* the amount of swap actually charged is highly dependent on the greed of the counterparty. And this does not depend on economic movements
* the chart can be plotted with accounting rates and visualise the long term rates and the nominal swap losses (without taking DC greed into account).

 
Renat Akhtyamov #:
multiply better ;)

What's better than that? ) Equi is white, it is. A little <0.

Reason: