Pair trading and multicurrency arbitrage. The showdown. - page 276

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Renat Akhtyamov #:

I confirm this type of arbitrage works.

I showed pictures here, but no one started trading this way.

One thing I don't understand, why do you have to trade on the news when you can calculate the difference? Or is it better to have a trading signal that coincides with the news?

If not on the impulse (such impulses are the news or inflation), there is a lot of rubbish. There is a lot of filtering from the spread to the difference with filter tools. Now it's not the same arbitrageur as it was, eh they used to shoe brokers in louboutins).
 
Irina Kolosova #:
If it is not on impulse (such impulses are nonnicks or inflation), there is a lot of rubbish. There is a lot of filtering from the spread to the difference with instruments filters. Now is not the same arbitrageur that was, eh shoe brokers in louboutins).

I don't quite understand what you mean by inter-species arbitrage?

Right now there are such discrepancies as spot and futures, for example.

I've traded this kind of thing, it's fine: slowly but surely in the plus.
 
Renat Akhtyamov #:

I'm not quite sure what you mean by the phrase interspecies arbitration?

there's a lot of discrepancies right now.

It seems like it, but it's all flying in different directions. Okay, I'll tell you a secret, trading major indices like the US and Dax40. In order to process one signal, 7 instruments are compared. If you trade one instrument against the other, you will only lose.)
 
Irina Kolosova #:
It seems to be like that, but everything goes in different directions. Okay, I will tell you a secret, trading in major indices of the US and Dax40. In order to process one signal there is a comparison of 7 instruments. If you trade one instrument against the other, you will only lose.)

That's understandable.

I'll tell you too, no problem.

ED futures and EURUSD

they are basically the same instrument, you just need to calculate everything well, statistics are desirable.

at the end of the futures I always got the same, I don't know how it is now.

pips 300-600 for 3 months on one of the sides, or on both, as it turns out, ironclad.

here ED with different expiry date and EURUSD:

before getting into this, read the stock trading section of this forum

here interspecies+interexchange
 
Renat Akhtyamov #:

that's understandable

I'll say it too, no problem.

ED futures and EURUSD

they are basically the same instrument, you just need to calculate everything well, statistics are desirable.

at the end of the futures I always got the same, I don't know how it is now.

pips 300-600 for 3 months on one of the sides, or on both, as it turns out, ironclad.

here ED with different expiry date and EURUSD:


When optimising do you take into account spread, slippage and execution time?
 
Renat Akhtyamov #:

that's understandable

I'll say it too, no problem.

ED futures and EURUSD

they are basically the same instrument, you just need to calculate everything well, statistics are desirable.

at the end of the futures I always got the same, I don't know how it is now.

pips 300-600 for 3 months on one of the sides, or on both, as it turns out, ironclad.

here ED with different expiry date and EURUSD:

before getting into this, read the stock trading section of this forum

Also, what is your comparison of instruments? We compare every tick .

 
Irina Kolosova #:
When optimising do you take spread, slippage and execution time into account?

what slippage?

I look at the terminal once a week, just for fun )

here you open trades and forget about them until the expiry date.

Here you need to take into account leverage, cost per pip, etc.
 
Renat Akhtyamov #:

what kind of slippage?

I looked at the terminal once a week, just for fun )

here I opened trades and forgot until the expiry date

So this is a completely different kind of arbitrage. We have price arbitrage, simple maths. And yes, we do have inter-species latency.
 
Irina Kolosova #:
So it's a completely different kind of arbitrage. We have price arbitrage, simple maths. And yes, we do have inter-species latency.

of course it's simple, but between different exchanges, you have to do some maths, the calculations are different in terms of money.

dollars, roubles, etc.

If you don't get the math right, you can't make any money.

 
Irina Kolosova #:
U.S. indices

It's very risky.

There's no point in catching the news, it's fine.

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