Hi guys,
if you have a long signal on two pairs and the correlation is +0.99 you enter on one of theme,otherwise you double you position. If the correlation is -0.99 you choose one position too, otherwise the positions equal zero. What if the correlation is around 0.95?When the correlation is too strong and you have to choose one of the positions?
Candos
if you have a long signal on two pairs and the correlation is +0.99 you enter on one of theme,otherwise you double you position. If the correlation is -0.99 you choose one position too, otherwise the positions equal zero. What if the correlation is around 0.95?When the correlation is too strong and you have to choose one of the positions?
Candos