Genimi Z Score Inverse Arbitrage Pro
Gemini Z-Score Inverse Arbitrage Pro is a sophisticated statistical arbitrage tool designed to capture price discrepancies between correlated currency pairs through advanced mathematical modeling.
Core Logic:
This EA implements a unique "Inverse Transformation" strategy. It targets the classic negative correlation between GBPUSD and USDCAD. By mathematically inverting USDCAD into CADUSD, the EA creates a positive correlation framework:
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Divergence Detection: The Z-Score spikes only when the two pairs drift apart (e.g., one rises while the other falls), triggering mean-reversion trades.
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Market Noise Filtering: Synchronized movements caused by USD volatility are cancelled out in the calculation, ensuring the EA only trades high-probability "Alpha" opportunities.
Key Features:
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Logarithmic Spread Calculation: Uses log-returns for Z-Score derivation, providing a scale-invariant measure of relative value.
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Commission-Aware Take Profit: The profit engine accounts for round-turn commissions in real-time, targeting only net-positive returns.
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Independent Dual-Grid System: Features a risk-optimized martingale grid that manages each leg of the arbitrage independently during extended deviations.
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MQL-Compliant Safety Engine: Includes Margin Level guards, Equity Drawdown protection, and an "Atomic Lot Pre-check" to ensure stability under low-margin conditions.
Risk Warning:
Statistical arbitrage involves significant risk. Potential risks include:
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Correlation Breakdown: Historical correlations may collapse during extreme geopolitical events or structural market shifts.
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Spread Slippage: Rapidly widening spreads during high volatility can impact arbitrage efficiency.
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Margin Stress: Like all grid-based systems, sufficient capital is required to withstand periods of prolonged price deviation. Recommendation: Always test on a demo account for at least 4 weeks and apply strict risk management settings.
