Pair trading and multicurrency arbitrage. The showdown. - page 292
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I am conducting experiments using Pearson’s correlation (red) and Spearman’s correlation (blue)
Spearman’s correlation is more suitable, as it does not take into account the GEP
--
AUDNZD + EURJPY
CHFJPY + GBPCAD
--
Thank you for your research – I’ll be incorporating the spreads and settings into my trading strategy!
You don’t need to look for it in the majors; the dreamer is right.
It’s not about the majors. In this case, there’s no need to split the 28 pairs into majors and crosses. It’s a completely different situation here. As an example, I posted a screenshot of the ‘Portfolio Modeller’ indicator, where two synthetic pairs correlate 100 per cent, and no pair is repeated. I seriously doubt that, by following the approach you’re taking, you’ll manage to find a combination of pairs that will bring you a profit in the long run. Good luck on your difficult journey.
Thank you for your research – I’ll be incorporating the spreads and trading settings into my work!
All the indicators and brief descriptions are available on my blog.
Feel free to carry out your own experiments