Pair trading and multicurrency arbitrage. The showdown. - page 113

 
Алексей #:

I tried to kind of do that at first too)))).

Today I got it right, if I understood it correctly - 3rd grade maths.

1) I have a question, what do I do with it next?( I'm still thinking about how to apply it).

2) Why do you need to make it public if it works? What if the pattern breaks?

S.I. There is not zero, but deviation from zero 10-20 per cent( I counted by eye - entry level script).

I've told you 100 times

Well, a man with dough can't make a financial market, in which a man will be involved for more than 40 years.

Well, they will definitely figure out what's going on here ;)

In general, it's true.

Everything should be as simple as an egg.

If you feel that you're thinking complicated,

then you're going in the wrong direction.

You should also take into account that when the market was created, there were no computers.

 
Renat Akhtyamov #:

I've told you 100 times

well, a man with dough cannot make a financial market, in which a man will be involved for more than 40 years.

Well, they will definitely figure out what's going on here ;)

in general, right

Everything should be as simple as an egg.

if you're feeling a little complicated,

then you're going in the wrong direction.

Well, so far they're doing a ridiculously simple job.)))

They've made a sandbox and are taking candy from children.)

I think if people get the hang of it and start pumping--they'll unbalance it.

 
Алексей #:

Well, so far they're doing a ridiculously good job.)

They made a sandbox and take candy from children)))))

I think if people get the hang of it and start pumping--unbalance it (not immediately, of course).

no

then the market won't be able to squeeze the spread.

and then they'll lose it.

 
Renat Akhtyamov #:

not

then the market can't squeeze the spread

and then it's gone.

I don't know.

I think they'll think of something.

They will introduce additional tools in trading and so on and so forth.

I ran quotes quickly to make sure that I am not mistaken in the theory of my understanding (as I understood you).

I did a quick run (I didn't try all currencies, but I don't think it's important) to make sure that it works for 20 years.

I don't think it used to work the same way in the forex market.... there was no balancing))))))))))))))))))))))))))))

 
Алексей #:

I don't know.

I think they'll figure something out.

They'll introduce additional tools into the trade and so on and so forth.

I ran the quotes quickly to make sure that I am not wrong in the theory of my understanding (as I understood you).

I did a quick run (I didn't try all currencies, but I don't think it's important) to make sure that it works for 20 years.

I don't think it used to work the same way in the forex market.... there was no balancing))))))))))))))))))))))))))))

it's weird.

It's been there since the beginning.

 
Renat Akhtyamov #:

strangely

It's all there from the beginning.

As long as there are crosses, it will be forever.
Circle of "currencies" in nature ))

 
Renat Akhtyamov #:

strangely

It's all there from the beginning.

I don't think it's necessary to develop the topic further and so you've given everything on a plate.

Those who need it, have understood it. I personally had enough 3 days (although I had to puzzle over your "tips").

My opinion, if everyone uses the same pattern, it stops working.

The market is efficient and quickly plugs "holes".

I happened to find...yes here is an example of " Carry trade " (I used a little bit different)

It doesn't work anymore (why it doesn't work - also maths 3 class, who needs to calculate) - they closed the shop quickly)))).

I think they will close it here too, I don't know how, but they will think of something.

You know better, it's up to you, you can publish it openly.

In general, thank you for the tip, I will think how to realise this pattern more competently.

 
Aleksey Nikolayev #:

This, by the way, is a serious section of matstat - so-called nested models. Wald test or Lagrange multipliers test, for example. Not much simpler than cointegration)

Confirmation of hypotheses can be different in complexity, but they are more understandable as a problem and the logic is at least present. But the properties of series are often beyond logic)))) I personally knew A.I. Rubinstein (he lived in Malakhovka, taught at the Forest Institute in the late 90's) and watched his doctoral thesis on series, it was simply a bordering on the limit))).

Not many people understand Lagrange when studying at the institute))))) But at least they know his surname))))

 
Roman #:

As long as there are crosses, it will be forever.
Circle of "currencies" in nature ))

That's true.

But if you take them away, you can't move money from one pair to another.

and the dollar will become the main driving force.

Try to exchange euros for francs, for example.

no way ;)

 
Grigori.S.B #:

They tore the Indians to shreds. (((
I remember when I watched Indian films as a child, I felt very sorry for them.
Now it's like nostalgia. Unfortunately, the pale-face always win in the end.


I actually meant other Indians :-) and the week was rushed, but I didn't correct it.

Indians are here:

classically, there are no Indians on your H4 - there is no rise to them. (Indians should be on the mountain or upside down in the swamp)

in short, without graphical shamanism - a parabola sqrt(t) with increasing amplitudes at the top is called Indians.

Reason: