Pair trading and multicurrency arbitrage. The showdown. - page 278

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Ryan L Johnson #:
Yeah, you can say that again. 🥵 Oh, wait.... you already did that.

Let's do it again. There will be big news, there will be deals, I'll post them here.
 
reading and watching. this discussion is quite exciting to read.
 
Irina Kolosova #:
Here are 2 arbitrage trades, note that the entry is at 6-7 seconds after the news release, not at the news itself.
I see that the top two positions closed at the same second as they opened.
Is this a real or demo account?
 
Alexander Sevastyanov #:
I see that the top two positions closed the same second they opened.
Is this a real account or a demo?
Real, execution was about 1100ms, + path through fxblue about 370ms
 
Alexander Sevastyanov #:
I see that the top two positions closed the same second they opened.
Is this a real account or a demo?
By the way, the execution was big, but it showed that it closed in a second. We just noticed it now. Shit, we deleted that account from the screenshot, it was littered with tests. We opened a new one, we'll wait for the trades, we'll have screenshots.
 
Alexander Sevastyanov #:
I see that the top two positions closed the same second they opened.
Is this a real account or a demo?

I want to apologise. We raised everything, the account on the last screenshot is FC Real, there execution was about 370ms (one way), I can't say more precisely, the account was deleted, now we have a new account. But, we launched two more accounts in parallel, for testing (we copied signals, like news signals, who remembers), on Alpari and Alfa.... If you're interested, let's look for Alpari. Alfa is a demo, but the demo on AlfaForex corresponds to the real one in terms of execution. We were surprised that with Alfa's horse spreads and 1000ms execution (one way) all trades (except one) closed in plus. The spread on Alfa is simply murderous.


 
Irina Kolosova #:
And yes, we do have inter-species latency.
Is it the latency in quotes between different brokers you monitor?
 
Alexander Sevastyanov #:
Do you monitor the delay in quotes between different brokers?
Nope We have 6 instruments in the calculation, including shares and third-party indices, a signal is formed, and it is the beginning of the calculation. You have seen everything on Alfa, there the deal is opened and 2000-5000 ms hangs, that is, our signal is much earlier and more accurate than everything else. Regarding your question about the comparison between different liquidations, it doesn't work now.... The last time everything worked super with a delay on Admiralmarket in 2021, and that's because they were saving on servers, and they had quotes moving, they opened new servers and...that's it).
 
Irina Kolosova #:
Nope We have 6 instruments in the calculation, including shares and third-party indices, a signal is formed, and it is the beginning of the calculation. You have seen everything on Alfa, there the deal is opened and 2000-5000 ms hangs, that is, our signal is much earlier and more accurate than everything else. Regarding your question about the comparison between different liquidations, it doesn't work now.... The last time everything worked super with a delay on Admiralmarket in 2021, and that's because they were saving on servers, and they had quotes moving, they opened new servers and...that's it).
Sounds more like you’re front-running your own signal calc rather than true latency arb. If the edge was just broker lag, it wouldn’t vanish after server upgrades. Feels like a synthetic signal thing, not quote delay tbh.
 
MarcosNavarro1 #:
It looks more like you are calculating your own signal rather than the true arb delay. If the difference was just broker delay, it wouldn't have disappeared after the server update. It looks like a synthetic signal, not a quote delay.
You wrote correctly. It is, we have our own prefabricated signal in us. But it is in fact interspecies arbitrage. And latency is there too, as the delay of signal and fact on the instrument is present.
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