My current trade:
Up till now the biggest possible loss could be -65 pips. Still in the trade, waiting for currencies to cross.
Up till now the biggest possible loss could be -65 pips. Still in the trade, waiting for currencies to cross.
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DislikedMy current trade:
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Up till now the biggest possible loss could be -65 pips. Still in the trade, waiting for currencies to cross.Ignored
DislikedHello everybody,
I like the idea to hedge a combination of pairs. Has anybody tried the combination of GBPJPY, EURJPY, GBPUSD and EURUSD? If to take into account the ATR and pip value of these pairs, they seem to be quite equal.
If trading this combination, nobody can say that we trade EURGBP or USDJPY or whatever into one direction only
I will try demo it for sure.
IndrekIgnored
DislikedIf you want to know more or maybe everything about this strategy just pur
statistical arbitrage
in google. After few years of reading please come back and post the most important things (no more than 200 words).Ignored
DislikedWell, the history is not important here. What is important is the current gap, the current decorrelated state of both currencies.Ignored
DislikedSo I guess if one were to never close out a losing trade with this, it would be best to look back somehow over a few years of data and see what the most drawdown would have been, and prepare for the worst as to not get hit with a margin call. Can anyone do this relatively easily?Ignored
DislikedNot that I know of, would be interested to hear if anyone can do this. Also, remember that there is no guarantee that it will EVER come back into correlation.Ignored