Pair trading and multicurrency arbitrage. The showdown. - page 84
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There are fish in all this, aren't there?
The main thing is not to be disappointed and move on.
And the solution is simple in the end.
Rethinking what you wrote about so rambling. Finally got to me, putting it all together.
Just really, very blurred you conveyed the idea.
Yes, it turns out to be normal and the theory is all correct.
Add the missing formula and solve the system.
And the solution is simple in the end.
I've been rethinking what you wrote so ramblingly about. Finally got to me, putting it all together.
Just really, very vague you were conveying the idea.
Yes, it works out fine and everything is correct in theory.
Add the missing equation and solve the system.
Why are you all so clever
I read the thread and individual posts four times and left them in tabs. I came back, made circles around the chair, sat down and read again.
Maybe you use something from maths that I missed at school, drawing a metal figure in a notebook, because it's the last lesson.
Why are you all so clever
I read the thread and individual posts four times, leaving them in tabs. I came back, made circles around the chair, sat down and read again.
Maybe you can use something from maths that I missed at school, drawing a metal figure in a notebook, because it was the last lesson.
Calculate the yield.
Then apply the formulae by finding the missing formulae.
Yes, there is maths, but it's not complicated, and the same solution is available using different methods.
Calculate the yield.
Then apply the formulae by finding the missing formulae.
Yes, there is maths involved, but it's not complicated, and the same solution is available using different methods.
Half the words are not clear. The meaning is not clear at all.
It's like secret agents talking to each other.
something about calculating the volume for divergence trading is weird:
we trade two currencies, one against the other. UsdA UsdB - their rates in the common USD base. LgA LgB - their logarithms.
first variant:
VolumeA=LgA/(LgA+LgB)
second variant: taking into account fluctuations
VolumeA=LgA^2/(LgA^2+LgB^2)
and finally, considering the exchange rate dollar to dollar = 1, const LgU=Ln(1)
VolumeA*=LgA^2/(LgA^2+LgB^2+LgU^2) ; (* unnormalised)
Correct, although it seems to be correct
Correction, although it seems to be correct
For volumes,try it without the Lg.
For volume,try it without the Lg.
It's exactly the right thing to do with Lg. Forget about points and trade percentages
is exactly the right thing to do with Lg. Forget about points and trade percentages
Lg is used to scale heterogeneous data.
It is not necessary for lotness calculation, as your data is already scaled to a single scale.