Simple trade, trends are pretty clear here I believe. EURGBP is a strong downtrend and will resume its direction this week I believe. GBPUSD is an interesting long setup, with 11 weeks at one price and sitting above the mode currently. You can market buy now, but it'll be 100% confirmed once it reaches my entry level on chart (1.57084). Targets are for both time...
Btcusd and usdjpy cointegration = btcjpy syntetic pair forecast Read more on the posts below
StatArb is one of the most profitable trading strategies employed by trading professionals, Hedge Funds and Proprietary Trading firms. Now the same signals are available for everyone. Green circle is "Buy Spread" when you buy the higher pair and sell the lower pair, red circle is the opposite. "+" and "-" are suggested stop loss and take profit levels. The grey...
Statistical Arbitrage is not new, but the key is execution. Pair or basket selection has to be based on fundamental research not pure statistics. In addition, proper time frame, stop loss and take profit selection make a difference between success and failure. The example provided is a pair trading strategy AUDUSD vs XAUUSD on a 15 minutes time frame.
another example of the Vol Arbitrage indicator I have developed for HFT trading based on statistical mean reversion properties of volatility.
From about 5 Am GMT (London Time), the bitfinex and bitstamp prices diverged. The bitfinex price has rose as high as 4% higher, and is currently at about a 1.4% premium.
Shows spread in USD between exchanges. Updated and added more exchanges.
Index Arbitrage Forecast: Deutsche Bank will outperform DAX Supporting Strategies: Cointegration, Correlation and Technical Analysis Pattern : Tree Drivers Pattern The trade should be opposite to the "gap". DAX has performed better than DB, in order to close the gap Deutsche Bank will now perform better in the next 173 days. Targets and notes on charts. How to...
Index Arbitrage Forecast: FTSE100 will outperform HSBC Supporting Strategies: Cointegration, Correlation and Technical Analysis Pattern : Elliott Wave 5 The trade should be opposite to the "gap". HSBC has performed better than FTSE100, in order to close the gap FTSE will now perform better in the next 131 days. Targets and notes on charts