Pair trading and multicurrency arbitrage. The showdown. - page 306

[mvf358]

Renat Akhtyamov #:

You mean we’re trolling?

I can’t imagine that happening in a doubles match

Equity, dear Tralim. It seems there’s still a lot you don’t understand. You’re just showing off: ‘I’m this, I’m that.’

[Vitaly Muzichenko]

Sergey2134 #:
I got the colour a bit wrong ) On the histogram, these are the light green line and the orange line. Does their intersection signify something, like a signal?

I’ve reviewed the points where they cross – the entry points are very risky, and the direction is unclear

As you can see, we go into the red straight away upon entry. So you should only enter when the lines diverge