記事「FX裁定取引：関係性評価パネル」についてのディスカッション - ページ 2

[Khai Nguyen]

その結果、結果テーブルの特別な部分を含むスクリーンショットを意図的に撮らなかったと思います。
私はアイデアには従いますが、まだアイデアを現実的な取引に変えるのに苦労しています。

この添付された結果についてコメントし、効果的なシステムにする手助けをしてくれることを願っています。

[2pay2pay]

私も過去に同じような三角裁定取引モデルを作りました。

バックテスト上では非常にうまく行きます。

しかし実運用すると1度も取引されないことに気づきます。

HFTやMMが1/1000000秒 の速度で歪みを解消するからです。

個人トレーダーが追いつけるスピードではありません。

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