- "Triangular Arbitrage in the Foreign Exchange Market",
Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu,
Kouhei Marumo, Tokiko Shimizu
- to clarify things: by cycle i mean the derivative in which the underlying assets are the 3 fx pairs which compose a "perfect hedge". note that it can be more than 3 pairs (and i wonder what is the results for a 4 pair hedge, the spread increases but the swings should be larger).
So you have 2 order options with the derivative you created , one "buy" the other is "sell". this translates into "BSS" or "SSB". You buy when the value of the derivative is low (e.g. .9995) and sell when it is high (e.g. 1.0005).
FPI - Fractional Product Inefficiency: The Impeccable Hedge
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Re: FPI Demo Statement
holyguy7 wrote:Here is a demo of FPI I have been running since the Beginning of the year. As you can see, it seems to be doing quite well with some nice profit so far.
...
I'm sorry, but i'm sure, this ea will not work on real money as on demo. why? first of all, you should make a timeout between sending orders. on real account timeout is minimum 3 seconds, so the results will be different.
- michal.kreslik
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Hello,
people are constantly asking me if they could get NeoTicker (the trading platform that I'm using and which I am writing FPI framework for) for some discounted price as was the case in August 2006. At that time there was a special NeoTicker discount for kreslik.com members.
So I talked to NeoTicker head of sales today and he agreed to offer a second round of the discount for kreslik.com members.
The list price is $1300, the discounted price for kreslik.com members will be $900. This price will be valid until the cutoff date (I don't know what the cutoff date will be yet) IF there are at lest 10 people interested in the discount. The last time about 25 kreslik.com members bought the platform for the discounted price.
If there is less then 10 people interested, there will be no discount available.
So if you're interested in getting NeoTicker cheaper, please PM me. The last time we've already setup a private discussion group on this theme here on kreslik.com, so if you PM me, I'll add you to this private group.
Also, people are asking me if I'm involved in any way with NeoTicker or Tickquest. No, I'm not involved, and I'm not getting any commission for making this group discount available for the kreslik.com members. Just for the record, if any other vendor of good trading software contacts me with a similar discount offer for kreslik.com forum members, I'd be more than happy to organize that for our members.
Michal
people are constantly asking me if they could get NeoTicker (the trading platform that I'm using and which I am writing FPI framework for) for some discounted price as was the case in August 2006. At that time there was a special NeoTicker discount for kreslik.com members.
So I talked to NeoTicker head of sales today and he agreed to offer a second round of the discount for kreslik.com members.
The list price is $1300, the discounted price for kreslik.com members will be $900. This price will be valid until the cutoff date (I don't know what the cutoff date will be yet) IF there are at lest 10 people interested in the discount. The last time about 25 kreslik.com members bought the platform for the discounted price.
If there is less then 10 people interested, there will be no discount available.
So if you're interested in getting NeoTicker cheaper, please PM me. The last time we've already setup a private discussion group on this theme here on kreslik.com, so if you PM me, I'll add you to this private group.
Also, people are asking me if I'm involved in any way with NeoTicker or Tickquest. No, I'm not involved, and I'm not getting any commission for making this group discount available for the kreslik.com members. Just for the record, if any other vendor of good trading software contacts me with a similar discount offer for kreslik.com forum members, I'd be more than happy to organize that for our members.
Michal
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OK, so I've just gotten a confirmation that the present discount round is going to have the cutoff date of February 28th.
Michal
Michal
Last edited by michal.kreslik on Tue Jan 23, 2007 12:27 am, edited 2 times in total.
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- michal.kreslik
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- michal.kreslik
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- michal.kreslik
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