Grail No. 2009

This thread deleted with FC forum without explanation, some excerpts from the text put it here, so search for descendants)) so:

   

Well, as they say, Pallu theme)) there are two varieties of oil-brent amp; WTI CRUDE, they never seriously do not differ in price. For example, the first now costs about $ 51/barrel, the second is about US $ 52/barrel. Strategy as simple as genius-one at a time when oil becomes significantly more expensive stamp, on the other hand, sell one and buy a second equal to the quantity of the lot. In the West this is called the pair trading-trade pairs and is about 25% of the total trade in petroleum products. Pros-plums account virtually impossible, cons spread can permanently getting stuck in a range that is different from the opening level and posture will not give neither profit nor loss. But here there is a way out-averaging, as the pair trading in arbitration this technique makes a profit, unlike trade a tool ...

....The difference increases, decreases, but within certain limits. Therefore, if for example the gap in price will be $ 4 in favor of Brent, Brent, sell buy Texas. If the difference would still be $ 6, for example, repeat the procedure. The point is that the difference would still return to zero and we will be in profit./pp...Still, if I was confident before the end of the besproigrysnosti strategy, I would not post it here. So that the doubts are the place to be. But in this forum, in addition to balabolov and fluderov, there are like-minded people, I appeal to them-let us together to think that I had not considered or skimmed it?

ILLUSTRATION

After this theme removed, I was banned. Anyone that thinks about strategy, it has the right to life?

This entry was posted on Wednesday, March 25th, 2009 at 14:14 and is filed under arbitration, doubles trading. You can follow any responses to this entry through the RSS 2.0 feed. Both comments and pings are currently closed.