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analiteg replied Jan 14, 2022EURNZD and GBPCHF TP 15% SL 5% Before image After
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 13, 2022
Its a complex number 0.000003
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 13, 2022
Thanks a lot, valter65
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 13, 2022
Hi, everybody! Recently I have made an update of my dashboard. Now you can see pairs recommended for trade: strong correlation > 0.8 strong cointegration < 0.05 The data is recalculated automatically every day. You just have to choose pairs from the ...
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 13, 2022
Pairs trade BUY EURNZD SELL GBPCHF TP = 15% from account SL = 8% from account image
Real Trading
- analiteg replied Jan 12, 2022
Hi! In work. Wait for some days.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 12, 2022
The pairs must have strong correlation (0.9 or -0.9) and coitegration (under 0.05). For comfortable trading the spread for every pair should be minimal. The pairs with dkk have a wide spread. It is not convinient for pairs trading.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 12, 2022
My trading ideas for today Pair1 Pair2 Spread audusd,euraud,2.01 BUY audusd and SELL euraud audusd,eurnzd,2.59 BUY audusd and SELL eurnzd gbpaud,nzdcad,-2.31 BUY nzdcad and SELL gbpaud
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 11, 2022
I don't use timeframe as you think. I use M1 close price data and 20 days range. For spread calculation I use machine learning (linear regression). It takes more precise results.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 11, 2022
Do you have any reasons for trading this pairs? I think, this pairs not good enough. But of course, I will try add dkk in future.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 11, 2022
Hi, bro! I think it possible, but I am not a super power front-end dev). I try it for next update. And you are right, it will be more suitable.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 11, 2022
We are looking fot not inly cirrelation, but cointegration.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 11, 2022
Hi! Yea, you should different magic number for every pair idea. For example, AUDCHF and EURNZD set magic 123, and for EURUSD and USDCHF set magic 321. And so on.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 10, 2022
Trading ideas for today. Cointegration less than 0.05, stationarity less than 0.01, Spread greater than 2.5 or less than -2.5. chfjpy,eurgbp,-3.84 eurgbp,chfjpy,-3.52 eurgbp,usdjpy,-2.89 eurjpy,gbpusd,3.18 eurnzd,audchf,2.71 gbpusd,eurjpy,-2.91 ...
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 10, 2022
No, I haven't. I don't use this pair (USDDKK).
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 10, 2022
Most suitable pairs to trade. Cointegration coefficient less than 0.05.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 10, 2022
Hi everybody! My today trading idea: Buy AUDCHF and Sell EURNZD url
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 8, 2022
Hi, skyf! Thanks for the feedback. I will connect with Emont.
Statistical arbitrage and pairs trading on Forex
- analiteg replied Jan 7, 2022
Most suitable pairs to trade. Cointegration coefficient less than 0.05.
Statistical arbitrage and pairs trading on Forex
