Pair trading and multicurrency arbitrage. The showdown. - page 111
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Well that connection is artificial, I wouldn't consider these tools to be cointegrated because they are essentially the same thing.
Look at them during the cutoff )
Max, [14 Nov 2023]:
Is the underlying asset and its derivative instrument cointegrated, or is it called something else?
ChatGPT & Midjourney | AI bot, [14 Nov 2023]:
The underlying asset and its derivative are not cointegrated, but are linked by other financial concepts such as correlation, arbitrage, etc. Co-integration is generally used to describe a statistical relationship between two or more time series that share a common trend but may fluctuate around that trend.
Max, [14 Nov 2023]:
Can they be cointegrated?
ChatGPT & Midjourney | AI bot, [14 Nov 2023]:
Yes, they can be cointegrated. Co-integration describes a statistical relationship between time series, and if the underlying asset and its derivative share a common trend and fluctuate around that trend, they can be cointegrated.
ok, you win this time :)
Look at them during the cut-off )
Well, it ceases to exist after the cut-off.)
well, after the cut-off, it ceases to exist )
You're confusing cut-off with expiration. I'm talking about the divas.
You're confusing cutoff with expiration. I'm talking about the divas.
You need more mana and to refill the bar, I apologise.
too fine a line for the unenlightened mind.
The main point was if you can trade stat arbitrage through correlation and indicators. My understanding is that you can.But if you write an honest simulation (not a bad term by the way, "honest simulation"),
each bar, separate buyers, separate sellers. one buys, the other sells. min. spread of 1 point and simple accounting of the accounting rate.
then nobody goes anywhere, I mean, they don't go far.
But if you write an honest simulation (not a bad term by the way, "honest simulation"),
each bar, separate buyers, separate sellers. one buys, the other sells. min. spread of 1 point and simple accounting of the accounting rate.
then nobody goes anywhere, I mean, they don't go far.
Two months of stats, not much of a statistic.
I'm not going to publish everything in the branch, all the passes, logs, statistics and screenshots...
everyone would be amazed and I would be banned for spamming.
I'm not gonna post everything, all the passes, logs, stats and screenshots.
and I'd be banned for spamming.
When did they start banning for a screenshot of a TC statistic?
You can get banned for less :-)