Squawk / 12 October 2016 at 17:26 GMT
Financial Systems Advisor / Quantitative Investments Inc
Canada
Are we allowed post a link to our fxbook analysis? Hope so, if not I assume they will remove it :)

Here's a summary of a arbitrage algorithm I developed last year, but I was politely informed it was not to be used.

https://www.myfxbook.com/portfolio/quant-arbitrage/1537853
12 October
Qi2 Qi2
There is a fellow named Quant here on trading floor that once outlined the idea of synthetic arbs in an article with fxtime and this was an algo which runs such a theory at reasonably high speed.
12 October
kom75 kom75
Impressive!!
12 October
kom75 kom75
Do you have a link to this article?
12 October
Qi2 Qi2
Haha, always looks better on a demo than in live trading. Maybe in the future, we can revise this idea and try it with reduced frequency, although that would increase "time in the market" risk.
12 October
Qi2 Qi2
Its the second article down, with lots of comments
12 October
kom75 kom75
Thanks. I'll look at it bit later. As for demo. profit is great, but what I really like is drawdown:))
12 October
Qi2 Qi2
The draw down on this type of an algorithm is impressive, I have traded it live, with small lots and based on the report from that broker, I kept my risk with 2.13% and generated a return of 126.39% in a live competition :)
12 October
Crispee Crispee
good stuff Qi2! agree that drawdown is brilliant:)
seriously low "time in market" can make or break you...in this case its a make
12 October
Qi2 Qi2
Hi Crispee, I agree with you and I would not want trade it manually, it would be next to impossible to do..

Disclaimer

The Saxo Bank Group entities each provide execution-only service and access to Tradingfloor.com permitting a person to view and/or use content available on or via the website is not intended to and does not change or expand on this. Such access and use are at all times subject to (i) The Terms of Use; (ii) Full Disclaimer; (iii) The Risk Warning; (iv) the Rules of Engagement and (v) Notices applying to Tradingfloor.com and/or its content in addition (where relevant) to the terms governing the use of hyperlinks on the website of a member of the Saxo Bank Group by which access to Tradingfloor.com is gained. Such content is therefore provided as no more than information. In particular no advice is intended to be provided or to be relied on as provided nor endorsed by any Saxo Bank Group entity; nor is it to be construed as solicitation or an incentive provided to subscribe for or sell or purchase any financial instrument. All trading or investments you make must be pursuant to your own unprompted and informed self-directed decision. As such no Saxo Bank Group entity will have or be liable for any losses that you may sustain as a result of any investment decision made in reliance on information which is available on Tradingfloor.com or as a result of the use of the Tradingfloor.com. Orders given and trades effected are deemed intended to be given or effected for the account of the customer with the Saxo Bank Group entity operating in the jurisdiction in which the customer resides and/or with whom the customer opened and maintains his/her trading account. When trading through Tradingfloor.com your contracting Saxo Bank Group entity will be the counterparty to any trading entered into by you. Tradingfloor.com does not contain (and should not be construed as containing) financial, investment, tax or trading advice or advice of any sort offered, recommended or endorsed by Saxo Bank Group and should not be construed as a record of ourtrading prices, or as an offer, incentive or solicitation for the subscription, sale or purchase in any financial instrument. To the extent that any content is construed as investment research, you must note and accept that the content was not intended to and has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such, would be considered as a marketing communication under relevant laws. Please read our disclaimers:
- Notification on Non-Independent Invetment Research
- Full disclaimer

Check your inbox for a mail from us to fully activate your profile. No mail? Have us re-send your verification mail