Kelly-betting for FX trading

Discussion in 'Skilled Play - Card Counting, Advanced Strategies' started by matt21, May 31, 2011.

  1. I found a trading strategy.

    I found an amateur trading strategy of FX.
    I don’t know very much about conventional terms of FX.
    But, let me explain.
    This linked chart is JPY:GBP, JPY:EUR.
    You see, in JPY base, GBP and EUR has strong correlation.
    So, my idea is, by comparing GBP and EUR,
    long position for relatively underestimated currency, and,
    short position for another.
    by this way, volatility will be eliminated (more or less).

    However, I will not do FX trading in my life.
  2. blackjack avenger

    blackjack avenger Well-Known Member

    ? to Matt21

    How goes the trades?
  3. zengrifter

    zengrifter Banned

    If both were reliable predictable that would be okay, otherwise they best be kept seperate? zg
  4. blackjack avenger

    blackjack avenger Well-Known Member


    I see your point
    If you had 2 investments:
    One predictable & reliable:)
    The other
    Unpredictable & unreliable:(
    Shouldn't you have only one investment?:grin:

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