Thread: Neural Networks
View Single Post
 
Old 09-03-2007, 03:58 AM
jjk2 jjk2 is offline
Senior Member
 
Join Date: Jul 2007
Posts: 187
jjk2 is on a distinguished road
market neutral trading?

does anyone know of such methods on forex. such as statistical arbitrage between two pairs. such as usdjpy eurjpy. or any pairs that are closely correlated, if there are deviations, we can maybe exploit this.

for instance, you will see a deviations for two pairs closely correlated, you would buy and sell accordingly, waiting for the prices to converge relatively.