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Pair trading and multicurrency arbitrage. The showdown. - page 218

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Renat Akhtyamov #:

the subject of triangles is taboo.

depending on how you look at it.

mvf358 #:

depending on how you look at it.

It doesn't matter.

I'm not gonna tell you.
Renat Akhtyamov #:

It doesn't matter.

I'm not gonna tell you.

If there was something to tell, I would.

with triangles, I admit the existence of conditions when two quickly opened positions immediately give a small-small plus.

And that can be quickly blocked by a third party to close everything.

not to sit and wait for something to break/converge, but scalper scalping....

but this is unsportsmanlike: exploitation of rounding errors and greed of remap

Maxim Kuznetsov #:

with triangles, I admit the existence of conditions when two quickly opened positions immediately give a small-small plus.

And that can be as quickly blocked by the third party, to close everything afterwards.

not to sit and wait for something to separate/converge, but scalper scalping....

but it is unsportsmanlike: exploitation of rounding errors and greed of remap.

I've been in A letter DC once for a month trying to catch such situations on crosses. They do not exist. I.e. they occur, but in periods when quotes do not change for several minutes. So this simple absence of fresh quotes on symbols leads to such situations.
Maxim Kuznetsov #:

with triangles, I admit the existence of conditions when two quickly opened positions immediately give a small-small plus.

And that can be as quickly blocked by the third party to close everything.

not to sit and wait for something to separate/converge, but scalper scalping....

but this is unsportsmanlike: exploitation of rounding errors and greed of remap

why break?

mvf358 #:

why break?

a lesson in close reading:

all three plus?
Hey, everybody, I'm home. More experiments coming soon. Happy holidays!
What is a triangle?
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