Pair trading and multicurrency arbitrage. The showdown. - page 95
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But to be honest, I've become disillusioned with a science like statistics.
It's the only one we have
What about pairs without the dolar?
NZDCHF, etc.
ignore?NZDCHF will be a simple difference between two lines NZD and CHF
we don't have another one.
There are mathematics, physics, they also study unknown processes.
The formula proposed by Renat is just from the field of algebra, and it gives error-free estimation.
That's why I was attracted by this approach of triangle with zero error condition.
scaled by return on investment (log.graph)
Do you mean the logarithm of returns?
You mean the logarithm of returns?
just the logarithm is the yield. "how many times or how many per cent the value has changed".
about constrictions and the prohibition of parallels
it's a sleepover, but without windows.
we're on the eve of a huge shake-up. We can write it off to the end of the year, but it's very far in advance.
The normal equilibrium state is a parabola. Globally, the whole cancellation is to bring (pack) all stretching (because time) lines into a form maximally similar to a parabola.
about narrowing and forbidding parallels
these are dormitories, but without windows.
we're on the eve of a huge shake-up. We can write it off to the end of the year, but it's very far in advance.
The normal equilibrium state is a parabola. Globally, the whole cancellation is to bring (pack) all stretching (because time) lines into a form maximally similar to a parabola.
The green line is exhausted and will rest. But the systematic orange one will rush together with the violet one, which has gained strength, into a sprint.
about narrowing and forbidding parallels
---
we're on the eve of a huge shake-up. We can blame it on the end of the year, but it's very far in advance.
the normal equilibrium state is a parabola.
We had a similar situation at the end of 2014
where the NZD and EUR
similar situation was at the end of 2014
where the NZD and EUR were torn apart
CHF, of course...not EUR, although it got hit too...like everyone else.
it was the colours of the chart that mixed it up. One is yellow, the other orange.
The CHF<->NZD divergence was fine.
just the logarithm, you get the yield. "how many times or by how many % the value has changed".
Please describe in detail, the formula or a piece of code, because it's not clear, it's hard for me to get into other people's ideas....
I did it my way, through normalisation (standardisation) turned out to be crap, only 4 lines of code in essence turned out to be
I've attached the file, but I'm not sure it will open, but try it.