Discussion of article "Statistical Carry Trade Strategy"

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Automated-Trading
146117
Automated-Trading  

New article Statistical Carry Trade Strategy is published:

An algorithm of statistical protection of open positive swap positions from unwanted price movements. This article features a variant of the carry trade protection strategy that allows to compensate for potential risk of the price movement in the direction opposite to that of the open position.

Statistical Carry Trade Strategy

Author: Ruslan Lunev

jcbrosse2
377
jcbrosse2  
Automated-Trading:

New article Statistical Carry Trade Strategy is published:

Author: Ruslan Lunev

Hi Ruslan 

 

I just wanted to know if it does open trade at all ?

and thank you for your article about carry trade .

 

JCB 

Kourosh Davallou
70705
Kourosh Davallou  

Hi ruslan

thank you for article

brazandeh
132
brazandeh  

I am not math expert ,but pretty sure that the whole calculations are wrong
 
double averagex = open1[0]-open1[100] / 100;

what I expect is the summation of all the open prices from 0 through 100, divided by 100
besides, the following formula
y = 2 * x + 1 

does not seem to be true.
Can anyone with more knowledge in math justify me?
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