Pair trading and multicurrency arbitrage. The showdown. - page 134

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Thank you. I'll stock up on beer tomorrow and read. No offence. Thank you.
I use the currency strength indicator (ACS) to see the strength of currency pairs. The problem is that the indicators of only 1 currency pair in the sample are taken to determine the strength of the currency. But there are other options. Now I will show the triangle.
Optimisation is over. There is no cointegration between EURUSD and GBPUSD, even taking into account floating fractions, averaging and closing in parts with profit. So far so good. Test 10 years.
yeah
This is the picture of the triangle. Although if we understand what other currencies have to do with it, if we equalise it to usd. Everything seems to be correct. The question is what to do with it )
This is the picture of the triangle. Although if we understand what other currencies have to do with it, if we equalise it to usd. Everything seems to be correct. The question is what to do with it )
throw away
The correct one is in the branch
discard
the correct one is in the branch
Oh, come on. I told you I don't throw it away until I check it myself.
This is the picture of the triangle. Although if we understand what other currencies have to do with it, if we equalise it to usd. Everything seems to be correct. The question is what to do with it )
you can take other triangles :-)
although this is not a triangle and has nothing to do with the variant about "how to make something out of 0" :-)
rank the currencies, buy the highest+lowest against the average...