DislikedAnd one crystal-ball post.... AUDUSD bounce at 0.6558. Mark the line on the chart and scroll backwards.Ignored
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DislikedAnd one crystal-ball post.... AUDUSD bounce at 0.6558. Mark the line on the chart and scroll backwards.Ignored
Disliked{quote} It is a cross, absolutely. But here is the problem, if its directly tied to whatever EU and GU are doing then it would be 100%...but you and I both know it's not 100%.. So if it's not 100% then it cannot be directly tied...which means it must have its own driving force... Or that's how my pea brain logic works but plenty of experts out there as we know... By the way, just want to confirm that Dave is one of the best traders that I have ever come across Just want to make that clear so that there is no confusion as to my...Ignored
Disliked{quote} I have it at 0.65393 assuming we're looking at the same thing which no doubt I'm not...lolIgnored
Disliked{quote} Sorry moodybot, but of course they're directly tied If they were not, any triangular hedge arbitrage algo would be making a complete mockery of the markets. anyway, carry on with your circle of beliefs, stiff upper lip and all that..Ignored
Disliked{quote} Sorry moodybot, but of course they're directly tied If they were not, any triangular hedge arbitrage algo would be making a complete mockery of the markets. anyway, carry on with your circle of beliefs, stiff upper lip and all that..Ignored
Disliked{quote} You shouldn’t have to wait too long for that move Nikl, nice call. I am looking at a even Bigger target down at 128.314 (to be exact) in early May. I have set one of my Algo’s on that spot and told it not to come home without 400 pips ha ha CheersIgnored
Disliked{quote} I am sure those algos with correct lot normalisation actually active a lot of the time, take advantage of volatility.Ignored
Disliked{quote} Sorry moodybot, but of course they're directly tied If they were not, any triangular hedge arbitrage algo would be making a complete mockery of the markets. anyway, carry on with your circle of beliefs, stiff upper lip and all that..Ignored
DislikedJust a quick pic of what I look for to determine the direction of the EurGbp in the hedging example in the previous post. This is simply identifying Strength/Weakness using the Daily Open as a reference point(just above or below the open). EurGbp will again but not always follow the strongest index direction...in this case at the time of this post and pic you can clearly see the EUR Strenght and GBP Weakness with EurGbp following the strongest index. Remember the EurGbp is a cross pair, synthetic pair or whatever you want to call it as no one buys...Ignored
Disliked{quote} The liquidity providers probably run such algos internally, which is why the notion of each and every cross has it's own algo is so silly. What do I care what people want to believe? God bless them.Ignored
Disliked{quote} hi in a way, you are right, but then there are the numbers. for test, 2 images, less than 90 min apart. each pair is about 1 pip spread. the difference is about 2.5 pips worth...in the perfect textbook triangular hedge world, it would be impossible...but then is it? {image} {image} and another 40 min later... {image}Ignored
Disliked{quote} Moody Good call on 0.65393 AUD. What was your thought process behind that level apart from the obvious high for the 11/3.Ignored
Disliked{quote} hi in a way, you are right, but then there are the numbers. for test, 2 images, less than 90 min apart. each pair is about 1 pip spread. the difference is about 2.5 pips worth...in the perfect textbook triangular hedge world, it would be impossible...but then is it? {image} {image} and another 40 min later... {image}Ignored
Disliked{quote} a small ( and final) update, an hour after rollover...even if all swap excluded, the perfect triangle arbitrage showing an even bigger imperfection. {image} the conclusion: despite what the books tell, the common sense would suggest, and the math should be... THE FACT is that there is discrepancies, big enough, in a triangular hedge. sometimes it is relative simple to do the actual test. Bonus: the common sense would suggest if the direction of the trades would be flipped, the negative swap rate should be positive, and the long term a risk...Ignored
Disliked{quote} a small ( and final) update, an hour after rollover...even if all swap excluded, the perfect triangle arbitrage showing an even bigger imperfection. {image} the conclusion: despite what the books tell, the common sense would suggest, and the math should be... THE FACT is that there is discrepancies, big enough, in a triangular hedge. sometimes it is relative simple to do the actual test. Bonus: the common sense would suggest if the direction of the trades would be flipped, the negative swap rate should be positive, and the long term a risk...Ignored