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

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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


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