Pair trading and multicurrency arbitrage. The showdown. - page 169
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why is it so hard to calculate?
exponent from the sum of logarithms is the product of
MathExp(sum(MathLog(x[i]*W[i]))) = prod(x[i]*W[i]))
In the above code, PRICE[i] = MathLog(Close[i]); and W[i] is not under a logarithm
i.e., it literally counts the weighted Kolmogorov weighted : MathExp( sum ( MathLog(Close[i])*W[i]) ) = ? ; // sum(W)=1.0, W~slice of a sine wave.
or is my memory wrong and I'm confused ?
I think that with products it will be worse in terms of accuracy.
In the above code, PRICE[i] = MathLog(Close[i]); and W[i] is not under the logarithm
that is, it literally counts the weighted Kolmogorov weighted : MathExp( sum ( MathLog(Close[i])*W[i]) ) = ? ; // sum(W)=1.0, W~slice of a sinusoid
or is my memory wrong and I'm confused ?
with products it seems that it will be worse in terms of accuracy
I was responding to your post, and in it, the formula is all under the logarithm.
subtract one from the other, the metac catches minuscule numbers, put the result in the basement.
Isn't digits hanging from the indicom, by any chance?
I don't do rounding/normalisation, of course.
subtract one from the other - it's still code to write ;-(
Well, what kind of terminal...you can add two lines, but you can't subtract them quickly and easily. It's time to buy another one
I was responding to your post, and in it, the formula has everything under the logarithm.
I'm sprinkling my head with ashes - it's a typo :-(
No rounding/normalisation, of course.
subtract one from the other - that's more code to write ;-(
well, what a terminal...you can add two lines, but you can't subtract them quickly and easily. It's time to buy another one
There's nothing to write on.
You add 1 buffer
into it the difference
all the indica into the basement
1st and 2nd at the very end initialise the empti currency
and you see just one line.
5 minutesand a 4--
It's a four.
some unique conditions: no commissions, spread fix but small (allows pipsing at night), and no swaps either :-)
as a rule, fix spread is of a horse level, higher than volatility and/or supplemented with commission. Swap-free (Islamic/Arabic) with small leverage, but you have 1:500.
there are no-wager with commission and no overnight spread.
I'm considering this option also from the point of view of application.
attractive, very
there's nothing to write.
add 1 buffer
into it the difference
all the indica into the basement
1st and 2nd at the very end initialise the empti currency
and you see just one line.
5 minutes.Rena, I'm a programmer by education, experience and profession and that's why I'm terrible not to cycle :-) I like to use ready-made stuff
100500 places where you don't have to write a 50-100 line special programme to subtract one value from another....
Rena, I am a programmer by education, experience and profession and therefore terribly non-cyclist :-) I like to use off-the-shelf stuff
100500 places where you don't have to write a 50-100 lines special programme to subtract one value from another.....
it's up to the owner, no arguments
There's not supposed to be a carry over night, by dibs everything is covered before the break if there are any positions.
How's it going, are you making progress or have you spit?
mirroring is just for testing, it's useless in trading.How's it going, are you making progress or have you spit?
mirroring is only for testing, it is of no use in trading.While I am twisting and turning different approaches of construction.
Mirroring is very useful, depending on how to approach the strategy.
I have analysed Alexander's trades from his report, which he posted, it became clear that when he posted text messages, he built a basket against the dollar.
And then when he told about the strategy in details, he already told another approach, through the cross.
There are different options for construction can be applied. Basket, triangle, paired.
I'm getting mirroring according to my calculation.
In this example, triangle to circle without the formula.
For comparison, here's the same thing, but with a formula.
Essentially there's not much difference, just an offset.
And this is from Alexander's report , a basket of four currencies against the dollar, but the calculation also includes crosses.