hi so if u are hedging the hedge....how will u make profit ?
also theres too many assumptions here, u would need to calculate correlation from a longer period of data....and find out the likliehood of all four pairs going "berserk" - may kill any edge u have.
also, what do u mean "oversold" "overbought" do u mean when a ratio1 and ratio 2 hit upper and lower bands of bollinger band ?
also theres too many assumptions here, u would need to calculate correlation from a longer period of data....and find out the likliehood of all four pairs going "berserk" - may kill any edge u have.
also, what do u mean "oversold" "overbought" do u mean when a ratio1 and ratio 2 hit upper and lower bands of bollinger band ?
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