Pair trading and multicurrency arbitrage. The showdown. - page 33

New comment
 
Aleksandr Zinskii #:

I ASSUME YOU WERE TALKING ABOUT THE MOSCOW STOCK EXCHANGE. THAT'S WHAT I'M SAYING.

PANIATNA

 
Roman Shiredchenko #:
That's what the sl. And the mm averages are for.
What's with the paired one?
 
Александр Нескажу #:
What's with the doubles?
To make it more fun.
You run both and see......
With a limited number of averages up to 5 maximum.
If you set up everything properly - it should be - feel the difference.
 
Александр Нескажу #:

I'm just looking for a genius who will explain in Russian language the difference in trading on 1 pair and on 2 pairs, and will not rush standard phrases like "see gopher

Alexander Neskazhu #:

I'm just looking for a genius who will explain in Russian language the difference in trading on 1 pair and on 2, and will not throw standard phrases like "see gopher".

simply one pair compensates the other and due to this you can withstand large drawdowns.

 
Александр Нескажу #:

I'm just looking for a genius who will explain in Russian language the difference in trading on 1 pair and on 2, and will not rush standard phrases like "see the gopher".

Have you read the ABCs?
About the fact that the direction is not important, but the speed or growth of the first - than the second if bought or the speed of selling the first leg of the spread if sold.

 
Александр Нескажу #:

I have read of course "holy tales of immense money", also about the boat that is turned one side and then the other).

How is it not important? You yourself wrote - if you bought it, if you sold it. And if it's the other way round? In general, I advise you to watch the series "Billions", there are some smart people running around, fussing for the sake of pathetic percentages, and the secret is in the speed) They are all a bit shallow there on their Wall Streets

I haven't written, but I couldn't resist here... Excuse me, what are you doing in trading, if you cite TV series as an example? What do you think tests and optimisations of strategies are for?

For example, here are some and by no means all ways to minimise risks for the efficiency of pair trading in Forex:

  1. Correlation analysis (you can calculate moving correlation coefficients to determine the relationship between pairs over different timeframes and apply statistical tests to identify significant changes in correlation)

  2. Volatility accounting (use volatility metrics (ATR, Bollinger Bands) to analyse potential price movements and adjust position size based on volatility for effective risk management)

  3. Co-integration tests (co-integration tests (Engle-Granger, Johansen) to confirm the long-term relationship between pairs and use co-integration signals to fine-tune entry and exit of trades)

  4. Dynamic thresholds for entry and exit based on historical price relationships. Avoiding fixed thresholds to adapt to changing market conditions.

  5. Risk management that cannot be overemphasised. Diversification andinclusion of multiple uncorrelated pairs to reduce risk and spread capital more evenly.


And then there's adaptive learning, identifying market modes, trending, ranging, etc..... And months of backtests and optimisations..... I even specially splurged on 128 threads and 256 gigs of RAM for this purpose. And here one of two things - either to spend time on the TV series "Billions" or to try to earn them ¯¯¯\_ (ヅ)_/¯¯¯.
 
Vlad Ko #:
128 threads and 256 gig of RAM.

О! How! :-) What - that the 4-th item at all "hooked"!

No kidding.

 
Александр Нескажу #:

So what's the advantage of two couples?

in risk reduction - when you trade the counter - you buy the near calendar ones and sell the far ones.
 
Roman Shiredchenko #:
in risk mitigation - when you counter trade - near calendar buy - far calendar sell.
What's calendar?
 
Vladislav Vidiukov #:
What is calendar?
I'm not chewing. I'M SICK OF IT. LEARN THE ABCS.
1...262728293031323334353637383940...261
New comment