Yes over time the correlations themselves will change but all the time that a pair of pairs are correlated quite closely then the pip distance will more than likely range quite a bit which I believe should give us ample opportunity to work with and ...

Hedging correlated pairs using pip difference

Thanks for the comments, I was thinking I would have to calculate it daily by hand and work that way but I managed to knock something up.

Hedging correlated pairs using pip difference

I've started another thread (link below) to discuss my ideas as it is different to this method so rather than take over this thread I started my own. Do pop in from time to time. url

Hedge and Correlation Strategy

To be really honest it just seems logical to me. If two pairs have a correlation then the number of pips difference between them will stay within a range and you should be able to spot the points where the pips difference may be about to drop back ...

Hedge and Correlation Strategy

Templates here, put them on a chart of the first pair listed. These are the only tradeable hedged pairs at the moment but as they change I will add more. A quick not to DL, sorry the last 4 or 5 posts on the thread are all from me, I don't want to ...

Hedge and Correlation Strategy

As far as I know I should be able to post these ok, here they are. They are all meant for different pairs as I can't make the 2nd pair a user defined option. I'll post templates in the following post.

Hedge and Correlation Strategy

Just a note about my entries and exits that I did post. I would have entered the trade when the price difference in pips dropped back below the line I drew although I did draw that at a random level. Also I exited the trades after a period ...

Hedge and Correlation Strategy

Ok, I've done some hustling and come up with this. I used a commercial custom indicator coder which although quite good is a little inflexible. It did the job though. Here are two charts of gbpusd with audusd as an off chart price below. The custom ...

Hedge and Correlation Strategy

I will look into coding an indicator that will calculate the difference in pips between one pair and another, tell us the min/max over a set period, the total range between the two and also draw lines at 10% near the min and 10% near the max. This ...

Hedge and Correlation Strategy

This is getting closer to what I mean. If you could establish the min and max range distance of the difference in pips between two pairs over a period of time then when the difference between the two reached within, say, 10% of the min/max then you ...

Hedge and Correlation Strategy

Typical, I read this post just after I posted my above post. It says pretty much what I was saying but in a better way. I'm looking forward to reading the rest of the thread to see if this was used.

Hedge and Correlation Strategy

Hi, I'm halfway through reading the thread but had an idea I wanted to get down before I forgot it. Somewhere round the middle of the thread there was some discussion of what could be used instead of stochs to measure deviation from correlation (not ...

Hedge and Correlation Strategy

I have come to a point. The full stop means something. I have come to a point of clarity. I am as about as drunk as a skunk can be but yet I have had a revelation. I was watching Keith Floyd in America, he was fishing for big fish in a Hemmingway ...

Silent Service Method

LMFAO!

Silent Service Method

video How about the Skatalites?

Silent Service Method

Yo soy el guerro loco, tu amigo mas fino... (that's as far as my Spanish takes me but I try every day).

Silent Service Method

A bit of a breather from the serious stuff... Also to prove that I actually have read the thread from start to finish AND I know how to use google! I present to you a midget skateboarding on a bar!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! video Really, ...

Silent Service Method

Gold is a "safe" haven, during bad times people like to own gold, physical or otherwise in the same way that they like to own Swiss francs (are the two by any chance related, I don't think Switzerland is a huge producer of gold is it? They do make ...

Silent Service Method

Usdchf and chfjpy are both setting up nicely though.

Silent Service Method