Pair trading and multicurrency arbitrage. The showdown. - page 165
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What will reset to the beginning of the day when we entered in the middle of the day, for example. We won't see the picture from the entry point, will we?
It is not supposed to be carried overnight, everything is covered before the break, if there are any positions.
About the deviations:
Since all currencies are commensurable by ln, then deviations are counted there... it is there they are plus or minus similar. And that's where they can be compared, looking for "who's faster".
and then watch your hands: such deviation on the real graph will be proportional to what? and the limits (bolinger) will be skewed up/down by the way.
There's not supposed to be a carry over night, by dibs everything is covered before the break if there are any positions.
And if we are in minus, how? Unclear system ) In bablokos did not really delve into it
About the deviations:
If all currencies are comparable in ln, then that's where the deviations are counted... that's where they're plus or minus similar. And that's where they can be compared, looking for "who's faster".
and then watch your hands: such deviation on the real graph will be proportional to what? and the limits (bolinger) will be skewed up/down by the way.
BB in general I think is the most correct indyk. Thanks for the direction
And if we are in minus, how? The system is unclear ) I didn't get into the money.
Alexander's strategy rules with stops. If three stops in a row, we do not trade this day anymore.
If the position is in plus and rollover is coming soon, we just close the position.
It depends on the rules invented, what algorithm you will invent to maintain positions, so it will be.
Alexander has sort of strategy rules with stops. If there are three stops in a row, we do not trade this day anymore.
If the position is in plus and rollover is coming soon, we just close the position.
Okay, thanks. I have a little bit differently built. It is necessary to bring in + at least minimal and constant monitoring from the entry point.
I was twisting and turning and suddenly I got it, point to point, both above and below.
And now the trick, there is no your formula here. ))))
And the second trick, each curve is exactly a cyclic triangle in a circle.
I don't see deals in a loop hanging out on the triple spread.
Yeah.
There's a lot more chips to spot.
In general, I understand that we are fighting irreversible processes. If couples separate, we should go after them, not against them. We need to think about reversals.