Státuszfrissítés!
My parity strategy does not involve traditional interest rate cover, purchasing power, or any economic fundamentals. News filter is in-built.
Latency is key. Since the duration per deal taken is relatively shorter, we needed Lower latency to identify price discrepancy & entry/exit within shortest time.
My parity strategy takes the combination of at least 2 major pairs = 1 minor pair up to 2 major & 2 minor pairs = 1 major pair, deducing the price discrepancy.
Time horizon typically less than 1 day, at max 3 days.
Risk is on market conditions, larger orders, and latency.
Probability of max loss is stated above, capped at 31%, uncapped >31% for blackswan events.
Low liquidity sessions like Asia timing tend not to open deals. It’s statistically lesser inefficiency as opposed to volatile sessions like London & US timing.
Manual intervention may happen if the portfolio manager opines risk in volatility.
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