Pair trading and multicurrency arbitrage. The showdown. - page 128

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Roman #:

The result of all three, cannot be on the same side at the same time.
major1 + cross
major2 + cross
alternate places

Above zero is a positive zone, in this example the target is 500 pips.
major1 + cross gives a plus,

Below zero is a negative zone,
major2 + cross gives a minus.

That is, one spread gives a plus and at the same time symmetrically the second spread gives a minus.


This is a different approach.


Maximke.
Look at the bottom screen, and kill yourself from the realisation of the zero state of the system on non-cointegrated rows)).

I must assume that the blue line in the indicator shows the financial result.
 
Sergey Gridnev #:
It should be assumed that the blue line in the indicator shows the financial result.

No, we should assume that the blue line in the indicator shows the constant zero state of the system on non-coiterated rows.
Maximke, kill yourself with realisation again )).

 
Roman #:

No, we must assume that the blue line in the indicator shows the constant zero state of the system on non-coitered rows.
Maximke, kill yourself again )).

Well, this is the financial result, if you open without skew.
And if you open with a skew, then risks appear.
 
Zero state after subtracting two identical rows, so... will there be a continuation of the representation? Profit from a vacuum how does it happen? Or will you minus yourself?)

A man just has to go through it, it itches a lot...
 
Sergey Gridnev #:
Well, this is the financial result if you open without a bias.
And if you open with a skew, then there are risks.

Do you read or not what I write in other posts?
Curvulines are the equity of open positions, they are the financial result.
And zero is the resulting value after the calculation of the triangle, that is its state.
I'm already tired of writing that zero is not the zero you think about.
If you need it, reread my posts until you learn zen.

 
You can take any chart of a currency pair and divide it into 3 curvulines/components and trade with the same success. And, oh wonder, their sum minus the original series will also be 0.

Attention, question: where is the stat arbitrage?
 
Roman #:

Do you or do you not read what I write in other posts?
Krivulinas are equity of open positions, they are financial results.
I'm already tired of writing that zero is not the zero you think.
If you need it, re-read my posts until you learn zen.

"Curveballs" yours are financial results for individual pairs, and the blue line is the aggregate financial result. And this cumulative financial result shows that at whatever moment you open a position, you risk nothing, but you won't earn anything either.
 
"honest" bot on such a strategy if inefficiency in quoting is detected. It used to work somewhere. Haven't done it in a while, the code is out of date.

 
Sergey Gridnev #:
Your "curvulines" are the financial results of individual pairs, while the blue line is the total financial result. And this cumulative financial result shows that at whatever moment you open a position, you do not risk anything, but you will not earn anything either.

IT IS NOT THE TOTAL FINANCIAL RESULT, IT IS THE CALCULATED STATE OF THE TRIANGLE, WHERE THE SYSTEM COEFFICIENTS ARE USED.
SOMEONE TELLS YOU TO OPEN THREE POSITIONS ON THREE INSTRUMENTS AT ONCE?
ALTHOUGH YOU CAN OPEN THREE POSITIONS AT ONCE.
WHERE IS YOUR LOGIC PEOPLE?

 
Roman #:

THIS IS NOT THE TOTAL FINANCIAL RESULT, IT IS THE CALCULATED STATE OF THE TRIANGLE, WHERE THE SYSTEM COEFFICIENTS ARE USED.
SOMEONE TELLS YOU TO OPEN THREE POSITIONS ON THREE INSTRUMENTS AT ONCE?
WHERE IS YOUR LOGIC PEOPLE?

No bigger letters?
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