Statistical Arbitration

This is a discussion on Statistical Arbitration within the Trading Journals forums, part of the Reception category; Originally Posted by xoden Hi Bramble, I do not use stops at the moment. So far I am up 8%....today ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Jun 21, 2012, 10:56am   #25
NVP
 
NVP's Avatar
Joined Jun 2004
Re: Statistical Arbitration

Quote:
Originally Posted by xoden View Post
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
__________________
i've been developing forex strengthmeters now for over 13 years - if you have questions or want to discuss Vendor products ask me for help ! What is a Forex Strengthmeter ? http://www.trade2win.com/boards/fore...rs-basics.html The FXCorrelator - All my Indicators & simple systems http://www.trade2win.com/boards/fore...ml#post2197030FXCorrelator.com is being updated .....so watch this space
NVP is offline Coach/Trainer   Reply With Quote
Old Jun 21, 2012, 11:02am   #26
Joined May 2012
Re: Statistical Arbitration

xoden started this thread

Too intellectual

Quote:
Originally Posted by NVP View Post
aawwww.....sorry missed it
xoden is offline   Reply With Quote
Old Jun 21, 2012, 11:12am   #27
Joined May 2012
Re: Statistical Arbitration

xoden started this thread 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 View Post
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 is offline   Reply With Quote
Old Jun 21, 2012, 11:15am   #28
Joined May 2012
Re: Statistical Arbitration

xoden started this thread 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 View Post
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 is offline   Reply With Quote
Old Jun 21, 2012, 11:20am   #29
Joined May 2012
Re: Statistical Arbitration

xoden started this thread 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.
xoden is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
Which statistical process do I need? edgetrading General Trading Chat 0 Jul 12, 2010 9:52pm
Statistical Arbitrage? yari123 Discretionary Trading 2 Aug 2, 2007 3:51pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)