Hi Ruslan
I just wanted to know if it does open trade at all ?
and thank you for your article about carry trade .
JCB
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?
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.
Author: Ruslan Lunev