Search found 5 matches

by bwilhite
Fri Nov 03, 2006 12:00 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1298441
Gender: None specified

Thanks Nicholishen, that helps immensely!
by bwilhite
Fri Nov 03, 2006 2:27 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1298441
Gender: None specified

Ok, now that I've got that annoying little detail settled... I really think it might be instructive to hear more about makosgu's idea of playing with the time variable. I know that really this means we are not completely hedged at some point...so how do you manage the risk involved? I can imagine th...
by bwilhite
Fri Nov 03, 2006 2:13 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1298441
Gender: None specified

People are still asking me about the correct position size for FPI. Let's make it perfectly clear now. We decided to employ this FPI ring: ⋅ SellShort EUR/USD ⋅ Buy EUR/JPY ⋅ SellShort USD/JPY http://kreslik.com/forums/userpix/2_Correct_Hedge_1.png You see, we have hed...
by bwilhite
Thu Nov 02, 2006 2:56 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1298441
Gender: None specified

One of these latter pairs will need to be traded at other than a "round lot" size. How do I determine the proper lot size for my synthetic position? I think I know the answer, but I want to be sure. I don't want any other information than that Hello, bwilhit, the answer is here: http://kr...
by bwilhite
Wed Nov 01, 2006 8:23 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1298441
Gender: None specified

I'm new here...I'll try to behave myself. Ok, so I've read through the whole thread...now I just want to ask a VERY SIMPLE question. Let us say that the FPI is <1 so we go short EUR/CHF and then we go long EUR/USD and long USD/CHF. One of these latter pairs will need to be traded at other than a &qu...

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