Statistical Arbitration

NVP · Jun 21, 2012, 5:56am

Quote:

Originally Posted by xoden

Hi Bramble,

I do not use stops at the moment. So far I am up 8%....today is my first open drawdown experience.

Yesterday I fluctuated back and forth between positive and negative territory. My experience so far is I have seen prices go negative and positive very fast.

Last night prices went negative and so far still in negative.....given that I have some % cushion gains and the system is 85% into positive gains and average hold time of 10 - 13 days, I am going to hold on to wait out the signals.

sensible idea ?

.............

so you are basket trading ?......if so would recommend you have a look at the work of FerruFX, SteveHopwood , Hanover and Dreamliner at FF.....may give you some more ideas

regards
N

xoden · Jun 21, 2012, 6:02am

Too intellectual

Quote:

Originally Posted by NVP

aawwww.....sorry missed it

xoden · Jun 21, 2012, 6:12am

Thanks NVP...I did use Trader101 Basket trades a while back...got flamed and went up in smoke. Him and another fella were really secretive about that and everyone thought they found the magic formula, so talk of it withered unless you were smart enough to figure it out....and I'm certainly not that person

I did visit Hopwood's site....too many EA's to select, I wouldn't know where to begin to be honest.

Quote:

Originally Posted by NVP

sensible idea ?

.............

so you are basket trading ?......if so would recommend you have a look at the work of FerruFX, SteveHopwood , Hanover and Dreamliner at FF.....may give you some more ideas

regards
N

xoden · Jun 21, 2012, 6:15am

I did purchase quite a bit of FerruFX's indies a while back including heart of forex and another multi time frame indie.....they were ok and acted more like heat maps....I think he sold his company to some other vendor and then my news link to the indie quit working........in any case....

Not really interested in basket trading anymore....per the Trader 101 links....great concept the way they find trades using the open positions as an indicator though...

Quote:

Originally Posted by NVP

sensible idea ?

.............

so you are basket trading ?......if so would recommend you have a look at the work of FerruFX, SteveHopwood , Hanover and Dreamliner at FF.....may give you some more ideas

regards
N

xoden · Jun 21, 2012, 6:20am

Well currently I'm in 4% open DD across 4 open arbs at the moment..........my position sizes are very small so I can withstand quite a bit of movement.

Jun 21, 2012, 6:20am	#29
xoden Rookie Member Member Since May 2012 18 Posts	Re: Statistical Arbitration Well currently I'm in 4% open DD across 4 open arbs at the moment..........my position sizes are very small so I can withstand quite a bit of movement. __________________ MY PERFORMANCE http://www.donnaforex.com/forum/index.php?topic=5989.0

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