Pair trading and multicurrency arbitrage. The showdown. - page 277

 
Renat Akhtyamov #:

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

dollars, roubles, etc.

If you don't calculate it right, you won't make any money.

Well, yes, taking into account the total spread, the depth of the impulse (deviation), the total slippage and delays, plus opening on two edges is a minimum of 400ms. We tried it, at the moment it is not possible to trade this way, or rather it is possible but at zero(((
 
Irina Kolosova #:
This is arbitrage, trades are mainly on the output of unemployment or US inflation.
On nonfarms there is such a movement that real trading will be different from tester trading as heaven and earth due to prohibitive slippages.
 
Alexander Sevastyanov #:
On nonfarms there is such a movement that real trading will differ from tester trading like heaven and earth due to prohibitive slippages.
And if there is a gap between Friday and Monday, the slippage can kill all the previously earned money.
 
Irina Kolosova #:

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

Weeks.
 
Alexander Sevastyanov #:
On nonfarms, there is such movement that real trading will be different from tester trading as heaven and earth due to prohibitive slippages.

Yeah, it's a lot of action

--

For a long time, the reaction to nonfarms is about the same as a speech in the Palace of Culture of some local deputy's assistant.

That kind of news has been irrelevant for a long time.

What's relevant now


 
Alexander Sevastyanov #:
On nonfarms there is such a movement that real trading will be different from tester trading as heaven and earth due to prohibitive slippages.
Here are 2 arbitrage trades, note that the entry is at 6-7 seconds after the news release, not at the news itself.
 
Renat Akhtyamov #:
and if there is a gap between Friday and Monday, the slippage can kill everything previously earned
Trades last no more than 10 seconds. Two exits, either short stop or trawl with wiring. It is impossible to get to the transition Friday - Monday
 
Irina Kolosova #:
Trades last no more than 10 seconds. Two exits, either short stop or trawl with wiring. It is impossible to get to the transition Friday - Monday
You ain't kidding. I did something similar with GBPJPY spot and GBPJPY binaries... manually. The result was small hedged profits, small hedged losses, and occasional windfall double winners. But holy imploded stress-ball, Batman! I quit that after only 1 week.
 
Ryan L Johnson #:
You're not kidding. I did something similar with GBPJPY spot and GBPJPY binaries.... manually. The result was small hedged gains, small hedged losses and sometimes double gains. But holy exploding stress ball, Batman! I quit after only 1 week.
It's not possible to do it manually, only automatic trading. We have 6 instruments in the calculation, you can't follow everything with your eyes.
 
Irina Kolosova #:
It's not possible to do it manually, only automatic trading. We have 6 instruments in the calculation, you can't follow everything with your eyes.
Yeah, you can say that again.🥵 Oh wait... you already did.