Pair trading and multicurrency arbitrage. The showdown. - page 163
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that's how a guy should bargain
for years I couldn't remember the system
No, not the way it's written everywhere.
I had it done on the MAs at the time, you wouldn't believe it.
I just remembered the strategy over the weekend.
The hard drive crashed at the time along with the robot.
rewrote the whole thing with a new approach.
launched
see what happens.
But let's imagine a mental experiment (then we can try it in a demo):
a conservative (i.e. without hypotheses about the future) currency basket of majors is bought for the whole "cutlet".
Exposure" tab The "Exposure" tab will fully correspond to the coefficient of the basket, not as in the picture:
Weighted from prices or log.prices or both, it doesn't even really matter.
who can say what about the fate of the total amount and the behaviour of individual basket items over time?
I've got a new indyke. I'm gonna put it in the owl.
I've got a new indyke. I'm gonna put it in the owl.
Flipped?
Well, that's an option.
flipped?
Well, that's an option.
No, these are straight, I'm just playing with them. I'll add the reverse ones and flip them.
;-)
I know it's you.
You should have abandoned the topic with martins.
it is even more interesting in 10 times trading patterns between pairs.
That's what I wrote about above. Sometimes they don't fit together in any way.
I've got a new indyke. I'm gonna put it in the owl.
I think joker in bablokos used to put a recycle strategy on such an indik.
I also had a portfolio on the same one.
Joker sold it in public on a paid signal.
I don't know trans's results, his article is linked in the thread a bit above
That's the kind of indica I think the joker in the doughboys used to put the recycle strategy on.
I was also using the same one for my portfolio.
joker lost
I don't know tran, his article is linked to in the thread above.
I read it. I think. On JPY everything is beautiful there. I'll try it. I am stuck in USD like a sheep ) Testing....
Reading. I'm thinking. It's pretty good on the JPY. I'll try it. I am stuck in USD like a sheep ) Testing....
Roman told about his strategy, yen has nothing to do with it.
Pair trading - it almost doesn't matter what to trade.
There are better/worse, bad/very bad options.
you need to calculate everything correctly, figure out what to trade where, and check/adjust graphically or with an indicator the strategy/split.
that's all