Search found 2 matches
- Wed Feb 06, 2008 8:39 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1295201
- Gender:
Isn't the FPI Hedge a bit self destructive? You look for inefficiency to exploit it but using arbitrage you help making the market more efficient. I'm looking forward to see how the fpi with real market spreads works out. If you wonder who came up first with the concept. It was Adam Smith almost 250...
- Wed Jan 16, 2008 10:40 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1295201
- Gender:
A good way to determin FPI extrems are simple Bollinger Bands. I plotted 10 period Bollinger Bands on the MT4 indicator. You can see that the FPI likes to return to the Median BB which would equal the market equillibirium of 1. http://img229.imageshack.us/img229/8943/bbsjz2.jpg Right know I'm workin...