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The basket of Hybrids; 4 Pairs

  • #101
  • Dec 31, 2007 3:16am Dec 31, 2007 3:16am
Quoting pipfirst
Hi Aleksey,

I really interested in your system. could you inform the website address ?

Happy new Year ...


Thanks n Regards,
Monalisa
Ok. Happy New Year!
  • #102
  • Jan 1, 2008 7:35pm Jan 1, 2008 7:35pm
hi aleksey and thanks for posting your thoughts. I am new to forex and this is the first time that I have heard about a basket or constructing hybrids. I would like to know what sources of information (books, sties etc) could I visit/purchase which can teach me more on this subject. I am at a loss as to how you construct your basket but I suspect the more I read the more I can learn. I don't know exactly how your system works but I would like to further my forex education. any help would be appreciated.

take care.
  • #103
  • Jan 2, 2008 2:48am Jan 2, 2008 2:48am
Hi,

could you PM me or Email me the website address ?

Thanks n Regards,
Monalisa

Quoting Aleksey
Ok. Happy New Year!
  • #104
  • Edited 4:48am Jan 2, 2008 4:18am | Edited 4:48am
Quoting vyder
hi aleksey and thanks for posting your thoughts. I am new to forex and this is the first time that I have heard about a basket or constructing hybrids. I would like to know what sources of information (books, sties etc) could I visit/purchase which can teach me more on this subject. I am at a loss as to how you construct your basket but I suspect the more I read the more I can learn. I don't know exactly how your system works but I would like to further my forex education. any help would be appreciated.

take care.
Hi Vyder!
The system as well as the hybrid method are my own elaborations so you will be able to read about they in articles (one of they will be published in Spring) but the hybrid approach was shown in detail here. The website will be work from 14 January and it will have some information about that.
  • #105
  • Edited 5:02am Jan 2, 2008 4:47am | Edited 5:02am
I will concentrate on the euro-thread to demonstrate the system work as the hybrid approach has been shown fully and I think this way of diversification has become intelligible. Good luck in using.
  • #106
  • Jan 2, 2008 12:15pm Jan 2, 2008 12:15pm
I would like to read the article indeed. I can see the detail about the hybrids that you are talking about but I did not know how you came across those pairs like that. in other words, the justification for the various baskets. Also, how does trading a basket increase your profitability? I am a little lost on that.

thanks!
  • #107
  • Jan 2, 2008 12:33pm Jan 2, 2008 12:33pm
Quoting vyder
I would like to read the article indeed. I can see the detail about the hybrids that you are talking about but I did not know how you came across those pairs like that. in other words, the justification for the various baskets. Also, how does trading a basket increase your profitability? I am a little lost on that.

thanks!
Trading in the hybrid basket increases profit factor (total profit/total loss) up to 2 times if you apply same risk.
  • #108
  • Jan 3, 2008 1:16pm Jan 3, 2008 1:16pm
In conclusion I want to note this simple table of 2-pairs hybrids. First column contains key pairs, second one does "stock-depended" pairs and these hybrids are easy to use as they contain habitual pairs. The thread is closed. Good luck!
Attached Image
  • #109
  • Jan 3, 2008 9:30pm Jan 3, 2008 9:30pm
Hi Aleksey,

I'm interested in finding out more about your system. Could you p.m. me the website address ?

Happy new Year ...


Thanks and Regards,
Steve
  • #110
  • Jan 4, 2008 3:44am Jan 4, 2008 3:44am
Quoting kiwisteve
Hi Aleksey,

I'm interested in finding out more about your system. Could you p.m. me the website address ?

Happy new Year ...


Thanks and Regards,
Steve
The website will be available after renovation with 14th of January and I let you know its address.

Regards
  • #111
  • Edited 10:52pm Apr 12, 2008 10:33pm | Edited 10:52pm
Hi everyone! This hybrid has been showing very strong results so I placed it here. Good luck.
Attached Image
  • #112
  • Apr 12, 2008 11:13pm Apr 12, 2008 11:13pm
Hi Aleksey,

I'm interested to find more about your system. Could you p.m. me the website address ?

Thanks!
Fx4gain
  • #113
  • Apr 12, 2008 11:13pm Apr 12, 2008 11:13pm
NICE LOOKING GRAPH!

What does it mean?

Quoting Aleksey
Hi everyone! This hybrid has been showing very strong results so I placed it here. Good luck.
  • #114
  • Edited 3:04am Apr 13, 2008 1:55am | Edited 3:04am
Quoting fx4gain
Hi Aleksey,

I'm interested to find more about your system. Could you p.m. me the website address ?

Thanks!
Fx4gain
I left the question (about a website) open so it is not available for now.

Quoting tdion
NICE LOOKING GRAPH!

What does it mean?
It shows seven ways to trade with low correlation:

MAIN
2x(lot)EURUSD+GBPAUD+2xCADCHF,
2xEURUSD+GBPAUD,
2xEURUSD+GBPJPY,
2xEURUSD+2xCADCHF,

ADDITIONAL
EURNZD+GBPJPY,
EURNZD+2xCADCHF,
GBPAUD+2xCADCHF.

P.S. I noted the hybrid to finalise the thread. It is very successful in the present situation and will probably be successful further.
Thank you all for discussion in both my threads, Kind Regards, Aleksey.
  • #115
  • Jun 17, 2008 2:51pm Jun 17, 2008 2:51pm
Dear Thread,

May I ask a math question? My question is the following: in stat arb, if you have a basket of semi-correlated securities, what is the math formula which tells you the degree of price fluctuation you can expect on a portfolio basis over various periods of time? ----How do you factor in position size, correlation coefficient, standard deviation of price, etc. for numbers of securities in a portfolio to give you an expectation of the volatility of price movement over X amount of time? ---In this case, it would be the degree of fluctuation you can expect from each series of hybrids.

Thanks very much and sorry for any bother,

Lenoxer
  • #116
  • Oct 2, 2010 2:04am Oct 2, 2010 2:04am
Hi ! There is my equity for 6 majors
Attached Image (click to enlarge)
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  • #117
  • Oct 3, 2010 7:05am Oct 3, 2010 7:05am
Dear Houston,

Nice results. Thanks for the graph. May I ask how you're trading?

Thanks,

Lenoxer
  • #118
  • Oct 3, 2010 7:54am Oct 3, 2010 7:54am
Quoting Lenoxer
Dear Houston,

Nice results. Thanks for the graph. May I ask how you're trading?

Thanks,

Lenoxer
It's draft chart for example only for first look. There are six majors uses for test. I use dynamical nonlinear model of market which use only OHLCV data. Data basis is daily, and entry points are bar closes. I trade longs and shorts
simult. In future i'll add 15 crosses to my system. And give full report with comments.
  • #119
  • Edited Oct 5, 2010 2:09am Oct 4, 2010 3:42am | Edited Oct 5, 2010 2:09am
Here is new test with 6 majors and 15 crosses
Profit Factor = 9 (picture glitch)
  • #120
  • Oct 5, 2010 2:09am Oct 5, 2010 2:09am
Here is summ gain in pips for some modified system based on crosses
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