So when do you think you would be the best time to book profit on this hedge? It's been fluctuating mostly within $100-$150 profit. Would it be when the bottom channel line on the R indicator was touched? Or could i just keep it and repeat the same ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Yeah I like to just play around to see what happens. It probably just looks like the trend indicator because I have widened the R display screen. my computer is connected to a 55 inch LED flatscreen so thats why everything seems big and the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

More experiments — image here's another experiment simply throwing all of the majors together. I run a custom VSA template on the spot dollar index using sigtrader. Seeing that it was in the middle of its range this morning before the NY ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Wow, guess the GUV-MINT realized they were destroying a domestic industry. I'll stick with trading point.

MT4 Hedging Broker

Asian girls gone wild trading, part 1. "You better short the euro, slave.."

Raghee Horner and Kathy Lien method

Speaking of cad and nzd, you have to watch out for cointegrated pairs, see my post: url long the dollar against both of these, you will see each rise and fall at different times. At first may seem like inverse correlation to the uninitiated. But ...

Should I be concerned about uncorrelated markets?

I'd say focus on your backtest idea, automating the truefx feed is probably something I or someone else can figure out. Started to load my sql server with the csv files listed on the truefx site. Man, are they massive. So large, in fact excel 2010 ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Hi Pramod thanks for checking the thread. Still trying to figure that out, but so far im concentrating on non USD cross pairs with strong fundies. I think there could be some promise in overlapping smaller TF's onto longer like daily--pictures ...

Channel Trading: Discussing the possibilities

AWESOME!!! you rock!

Synthetic hedges, cointegration, mean reversion and similar stuff

True. They seem sort of like currenex, just a lot newer so this gets their name out. Great idea Are you a .net developer by trade? I'm more of a hack, but can figure out examples. And glad I wasn't the only one staying up till 2 AM.. Yeah, we ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Right, you barely give them any information before you can immediately use the API. So they don't seem over concerned with retailers consuming data by first impressions. Doing some more reading, according to this making http requests directly from ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Oh ok. I've been looking at custom DLL solutions. Lots of examples, but each seems to be a pain in the a$$ to implement correctly. Someone point this out: 5. Fees, Settlement and Payment. As of the Effective Date, there is no charge for the access ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Loading data into SQL Server — Hi Ultimate. Are you manually loading data in sql server or through some automated means? I found a free source of high quality data through truefx that I'm probably going to use. url file You can load ...

Synthetic hedges, cointegration, mean reversion and similar stuff

works — Ultimate I got the code to work and will start to experiment with it more once i got through a few more R tutorials and get a better background on the environment. To anyone else that wants to try the code Ultimate posted, i just had ...

Synthetic hedges, cointegration, mean reversion and similar stuff

starting the journey — Well I am now starting my own experimentation in R being totally new to using R or any true statistical package besides excel. I will follow this example for finding cointegrated pairs url Also got a copy of this book: ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Hi Beyon thanks for sharing that. The problem you mention I just read about on Old dog's thread, preventing spurious regression by using non-correlated pairings: url We are forming these baskets by linear regression of a set of currency pairs, ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Wow well you have put quite a bit of research into it then, good idea to store everything in a database. since you're using c#, I assume sql server? have you found anything on the relationship between usdcad and nzdusd? From what I've seen on the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

damn — man why the hell aren't there more people on this thread? It's really pretty easy to connect R to MT, R runs circles around MT in computability, yet the large majority of traders on this site mindlessly stick only to it forever, unaware ...

Synthetic hedges, cointegration, mean reversion and similar stuff