Pair trading and multicurrency arbitrage. The showdown. - page 219

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What is a triangle?
is trading one instrument (cross) but with 3 spreads through the dollar.
eurusd - gdpusd - eurgbp. You can proudly declare that a triangle is being traded, but in fact a cross is being traded, only with 2 additional spreads given away.
What's a triangle?
is trading one instrument (cross) but with 3 spreads through the dollar.
eurusd - gdpusd - eurgbp. You can proudly claim that a triangle is being traded, but in fact a cross is being traded, only with 2 additional spreads given away in a hapless manner.
Hey, everybody, I'm home. More experiments coming soon. Happy holidays!
what oil, what petrol. The topic here is about forex
In general, you can trade the triangle as follows: buy and sell simultaneously on all 3 pairs, crosses and majors. After some time we do it again, then again and after some more time. If you buy and sell a major and 2 crosses (enter a supposedly neutral position), in fact there may be a small minus and a small plus depending on where the most volatile pair will go. And we have a lot of such supposedly neutral positions. Over time, we close the plus ones and put more of the same supposedly neutral positions (buy and sell (2 each) on 3 pairs).
and swaps to whom, your neighbour?
what oil, what petrol. This thread is about forex
and the swaps to who, the neighbour?