more pairs = more stationarity so less overall movement. This is not to say the drawdown couldn't accumulate eventually with more pairs. Just a general observation.
Fewer pairs, less stationarity so more portfolio movement. More risk(beta)? Compare nzdusd usdcad at these levels its still a great time to place a trade on these 2 using 1 hr chart data.
These pairs are widely known to be cointegrated.
Fewer pairs, less stationarity so more portfolio movement. More risk(beta)? Compare nzdusd usdcad at these levels its still a great time to place a trade on these 2 using 1 hr chart data.
These pairs are widely known to be cointegrated.
DislikedWhat is the advantage in using only two currency pairs in Arb-o-Mat, instead of all of the available? When only using two currency pairs, it seems more likely to place the Arb-o-Mat "spread" graph further away from zero... but wouldn't it be more accurate with more pairs?Ignored
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