Notice of Conyac Termination

Translator Reviews ( Japanese → English )

Rating: 52 / 0 Reviews / 31 Dec 2012 at 17:40

Japanese

私は、サヤ取り、アービトラージ等の考え方に併せて、Basket Trade理論を組み込み、通貨分散特殊戦略です。

簡単に説明すると、まず各通貨間の相関を調べ、そこから導き出した理論値と現在値のズレから、どの通貨を売り、どの通貨を買うかを判断します。

さらに、特定通貨のみ取引するのではなく、その時に勝つ確率の高い複数通貨、取引するのに最適と思われる複数の通貨ペア、方向を識別して通貨ペア群全体で取引することによりリスクヘッジをしながら一斉に取引を行っていきながら利益を積み上げます。

English

I take a special strategy with diverse currency, adopting not only the method of arbitraging but the Basket Trade theory.

Simply speaking, I investigate correlation among each currency and make a decision about which currencty to buy based on gap between theoritical figure and actual one.

Besides, I don't focus on a specific currency, but deal pairs of currency as sets which is supposed to be appropriate on the basis of direction so that I can hedge risk and increase profit through make deals all together.

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