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- ambtn723 replied Apr 21, 2013
I'm not sure how cointegration work well for one set of markets and not another. I don't think that's the issue and I mean no disrespect. What's of issue is that cointegration works *some* of the time and not others. My experience is that the ...
- ambtn723 replied Apr 20, 2013
I guess this is where I'm having a tough time understanding what went wrong. No matter -- I'll come to my own conclusions and share them with the group if anyone is still interested. Thanks for chiming in Ultimate6 and pemully.
- ambtn723 replied Apr 18, 2013
I'm not sure if anyone is still reading this thread but I get the sense that those that were leading the charge on finding the new system either gave up or went off in their own new direction. Such is common with cointegration and even correlation ...
- ambtn723 replied Apr 18, 2013
I've read through this thread and activated the arbomat on my computer and am creating an automatic system that tests for correlation and cointegration on HTFs to try to find where the optimal entries are across all currencies. Is there anyone out ...
- ambtn723 replied Apr 17, 2013
I just joined in on this thread. FYI R version 2.11.1 is a stable build with the current combination on win xp 32 bit. Anything above that didn't work for me as the debugview kept throwing exceptions. The path is all BACKslashes. Not forward. Just ...
- Posts by Member Search: 'ambtn723'