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。
Rating
52
Translation / English
- Posted at 31 Dec 2012 at 17:40
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.
collex likes this translation
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.
Rating
44
Translation / English
- Posted at 31 Dec 2012 at 15:21
In accordance with the concept arbitrage, and arbitrage theory incorporating Basket Trade, it's a special currency-balancing strategy.
To explain briefly, first examine the correlation between each currency, deviation from the theoretical value and the current value derived from it, sell any currency, and determine which currency to buy.
In addition, it is not only to trade for a particular currency, multiple currencies most likely to win at that time, and more than one currency pair seems to be best suited to deal, so by trading currency pairs in the entire group to identify the direction I stacked the profits and do business together while risk hedging.
collex likes this translation
To explain briefly, first examine the correlation between each currency, deviation from the theoretical value and the current value derived from it, sell any currency, and determine which currency to buy.
In addition, it is not only to trade for a particular currency, multiple currencies most likely to win at that time, and more than one currency pair seems to be best suited to deal, so by trading currency pairs in the entire group to identify the direction I stacked the profits and do business together while risk hedging.
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ご対応いただいて、ありがとうございます。