Pair trading and multicurrency arbitrage. The showdown. - page 36
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
those 5 touches of zero in 10 years are the graphs converging? )))))))))))))
random walk graph... Converge????
and here's the same random walk graph
Well, it's daily data. If you take minute data, you'll get a different picture.
Whoa! Question again, have you done the covariance tests? Any results?
Closed with pens, interestingly enough.
I think the sliding is counted by ATR here. Indicator in the attachment.
question about the indicator multisymbolatr.ex5 it works only on currency pairs? and is there a possibility to watch ATR on indices?
Well, it's daily data. If you take minute data, you'll get a different picture.
Whoa! Question again, have you done any covariance tests? Any results?
If there is a linear relationship, then it exists regardless of TF, and the opposite is also true....
Why do we need to calculate the covariance?
if there is a linear relationship, then there is a linear relationship regardless of TF , the opposite is also true....
Why do you need to calculate the covariance?
My mistake. Co-integration.
Wrong - cointegration.
Of course I did, it was a long time ago.
I even considered the relationship between two or three pairs, using a genetic algorithm.
Better links
for starters
Of course I did, it was a long time ago.
I've even counted the relationship between two or three pairs, using a genetic algorithm.
A long time ago and there's nothing left? Here we go.
If you want to trade Pair Trading (arbitrage), you need to go to the Exchange, not to a brokerage centre.
In DCs you can try synthetic pairs, but it is already 3 instruments.
A long time ago and nothing left? Well, wooooo.....
What should be left?
You're having trouble forming your thoughts into a comprehensible form.
and what's to stay?
You're having trouble forming your thoughts into a comprehensible form...
Before you shout about no cointegration to the "mum's experimenters", you should dump the results of the cointegration tests here.