Search found 27 matches
- Tue Nov 07, 2006 9:29 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
Nicholishen, I must have missed your post as I was catching up on posts. :oops: I looked at your data files, and it doesn't appear to collect data for every second. There are 'duplicate' data points, where the prices are the same for a time sequence of a few seconds, but there are also time gaps of ...
- Tue Nov 07, 2006 7:30 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
- Tue Oct 31, 2006 9:12 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
- Mon Oct 30, 2006 10:55 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
I think I must be missing something. In the rings as Michal explains, the exposure to any particular currency is minimal (based on Michals example on page 7, the discrepancy would be 2887 Yen, or about $25 from exactly equal). Once the correct lot sizes are determined and the trade placed, no adjust...
- Fri Oct 27, 2006 3:28 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
Michal, I guess I would agree that the calculation result would be different if you adjusted for pip value. I been thinking about this, and it seems to me that all the information is in prices, so the differential pip value would be 'included' in the prices used for the calculation. However, while t...
- Fri Oct 27, 2006 3:33 am
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
- Thu Oct 26, 2006 9:16 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
Here is a picture of with more time shown and it looks like your picture is correct. The value has been running below 1 for about the last day. In fact, it looks like it has stayed below 1 since this last uptrend started. I don't know why (and haven't tried to figure it out). The indicator I provide...
- Thu Oct 26, 2006 1:55 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
Michal, Can you provide a text file of the FPI rings for those of us who don't have NeoTicker? Also, while not exhaustive, I have not been able to find a positive swap situation when the lot sizes are adjusted as discussed in the thread. It may be a broker thing (IBFX), or not. Has swap worked favor...
- Thu Oct 26, 2006 1:48 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender:
- Thu Oct 26, 2006 1:23 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 1303664
- Gender: