Txiaj Khub sib txheeb
Nws tseem pab tau mus paub hais tias ib co nyiaj yuav tsiv mus nyob rau tib txoj kev coj thaum lwm tus neeg tsiv mus nyob rau kev coj rov qab. Rau cov neeg uas xav kom pauv ntau tshaj li ib txiaj khub, Txoj kev paub no yuav siv tau los mus ntsuam xyuas cov tswv yim nyob rau hauv correlated officers, kom tsis txhob overexposure, rau ob npaug muaj txiaj ntsim txaus qhia, rau diversify txaus ntshai, thiab hedge.In cov nyiaj txiag ntiaj teb no, correlation yog lub statistical kev ntsuas ntawm txoj kev sib raug ntawm ob tug nyab xeeb los yog khoom muaj nqis. Lub correlation coefficient yog hom twg los ntawm -1 rau + 1, tej zaum qhia los ntawm -100 rau 100.
- Ib tug correlation ntawm + 1 los yog 100 txhais tau tias ob tug txiaj officers yuav tsiv mus nyob rau tib txoj kev coj 100% ntawm lub sij hawm.
- Ib tug correlation ntawm -1 los yog -100 txhais tau tias ob tug txiaj officers yuav tsiv mus nyob rau kev coj rov qab 100% ntawm lub sij hawm.
- Ib tug correlation ntawm 0 txhais tau tias tsis sib raug zoo ntawm cov txiaj officers tshwm sim.
Nyob rau hauv nruab nrab -100 thiab 100 yog txawv degrees ntawm correlated kev sib raug zoo:
- yog hais tias tus correlation yog siab (saum toj no 70) thiab zoo ces tus currencies tsiv mus nyob rau tandem.
- Yog tias qhov correlation siab (saum 70) thiab tsis zoo ces cov txhab nyiaj tsiv tawm hauv cov lus qhia rov qab.
- yog hais tias tus correlation yog tsawg (hauv qab no 60) ces tus currencies tsis tsiv mus nyob rau tib txoj kev.
Qhov twg yuav ib tug Nrhiav Cov Ntaub Ntawv Hais txog tam sim no Txiaj sib txheeb?
Muaj ob peb websites muaj sia uas taug qab lub txiaj correlations sib txawv officers ntawm txawv sij hawm ntas (thiab cov sij hawm) thiab qhia lawv nyob rau hauv ib qho yooj yim mus nyeem cov lus.
| Lub vas sab | Lus Qhia |
|---|---|
| http://www.forexticket.us/en/tools/01-01-correlation | Qhia 4 correlation ntxhuav (txhua ua hauj lwm rau ib daim sij hawm ncej: 5min, hourly, txhua hnub, txhua lub limtiam) rau 8 officers (xaiv los ntawm 38 officers), customizable mus 200 sij hawm. Tsiv nas cursor tshaj tej cell nyob rau hauv lub rooj ua ib tug me me correlation daim ntawv ntawm ob khub tshaj qhov xaiv lub sij hawm. |
| http://www.forexpros.com/forex-tools/correlation-calculato | Piv xaiv khub tiv thaiv 29 lwm officers tag nrho ib zaug nyob rau hauv ib tug ntawm 5 xaiv lub sij hawm ntas (5, 15, 30, hourly, 5 teev, ib hnub) thiab ib tug ntawm 6 xaiv sij hawm (10,25,50,100,200,300), qeb duas officers ntawm siab tshaj plaws rau qis tshaj correlation. Tsis tas li ntawd qhia ob correlating khub kab kos mus rau ib tug xaiv, yog li ntawd koj yuav saib tau nrog koj tus kheej ob lub qhov muag yuav ua li cas peb kab kos saib zoo sib xws. |
www.forexticket.us muab sib txheeb kom mus txog rau 37 cim 5min, hourly, txhua hnub, txhua lub limtiam lub sij hawm nplai nrog lub sij hawm ntev mus txog 200. Hauv qab no yog ib tug screenshot ntawm lub teev thiab hnub sib txheeb nyob ua officers, siv 50 lub sij hawm rau txhua tus thiab noj rau Lub peb hlis ntuj 7, 2013:
Yuav ua li cas Yog Ib Piv txwv li Cov Muaj Zog Tshaj Plaws Zoo correlated Khub?
EURUSD Thiab GBPUSD.
Tsis muaj teeb meem dab tsi lub sij hawm qab ntug ib saib, ob tug officers zoo li koom nyob rau hip.
Lawv feem ntau muaj kev sib raug zoo ntawm 80% los sis zoo dua qub, uas txhais tau hais tias thaum EUR / USD pib lossis nce lawm, yog li ntawd tsis GBP / USD 80-90% lub sij hawm, nrog deviations tsuas tshwm sim 10-20% ntawm cov sij hawm.
Ceeb toom: Muaj yeej ib txwm tsis suav rau keeb kwm sib txheeb thiab cia li hloov nyob rau hauv lub zog rau ib tug xov tooj ntawm nyiaj txiag / nom tswv yog vim li cas. Piv txwv li, saib lub correlation daim ntawv saum toj no nyob rau hauv lub peb hlis ntuj 7, 2013, no mas, correlation ntawm EU thiab Gu tsis muaj zog txaus mus 30%.
Tab sis ntev daim duab lawv yuav tsiv mus nyob ua ke.
Mus saib kev zoo sib thooj nyob rau hauv lub zog nruab nrab ntawm ob khub nyob rau hauv peb lub xyoos, txij li thaum 2009:
Vim li cas muaj zog correlation ntawm EURUSD thiab GBPUSD:
- Lub txiaj uas ua hauj lwm raws li cov nyiaj no tib yam (USD).
(Nco ntsoov: tus thawj txiaj nyob rau hauv txiaj officers yog paub ua khoom los yog quote txiaj thiab lub thib ob lub hauv paus los yog nyiaj. Thaum twg koj yuav EURUSD, koj yuav tau them rau yuav EUR).
Vim hais tias ob qho tag nrho cov placebo qhia USD li cov nyiaj txiaj, ob qho tib si yog ntseeg tau cuam tshuam los ntawm lub dag lub zog ntawm lub US duas thiab lub US kev khwv nyiaj txiag. Thaum nyiaj poob hauj lwm tus xov tooj tuaj tawm ntau dua tshaj forecast, qhov no yog tsis zoo rau lub US duas, uas txhais tau hais tias EURUSD yuav sawv (weaker duas, muaj zog Euro) thiab thiaj li dhau yuav GBPUSD (Weaker duas, muaj zog Phaus). - Cov khoom ntawm ob officers yog hais txog ob tug loj European kev tuav nyiaj txiaj, Eurozone thiab UK, txhua kev cob cog rua rau txhua lwm yam, ib thaj nyuag thiab kev lag kev luam. Lawv tsuas seperated los ntawm ib tug sawb ntawm dej thiab lwm tus txoj kev ze thiab coob trading khub.
Interestingly txaus, muaj ntau ntau cov khub uas tsiv mus nyob rau tib txoj kev coj raws li EURUSD thiab GBPUSD.
EURUSD, GBPUSD, AUDUSD, NZDUSD, EURJPY, AUDJPY thiab NZDJPY feem ntau yog txav nyob rau hauv tib zuag qhia tag nrho cov kev taw qhia. Txawm li cas los, cov amplitude thiab txawv lawv ua thaum tsiv nyob rau hauv tib txoj kev coj muaj peev xwm yuav sib txawv dog dig.
Ntawm no yog tag nrho cov saum toj no officers sab ntawm sab los ntawm 2006-2010, yuav tsum vov peb directional taw, ib tug neeg twg sawv (06-08) ib tug cia li caij nplooj zeeg (thib ob ib nrab ntawm 08) thiab muaj zog rov qab (09):
Daim ntawv ceeb toom tias nyob rau hauv tag nrho peb thiab nce thiab nqis taw li ntawd 4 xyoo lub sij hawm tag nrho cov officers muab qhia rau tib cov kev taw qhia, albeit nrog txawv amplitudes. Lub EURJPY sawv lub siab tshaj plaws los ntawm 2006-2008, lub GBPJPY poob hardest nyob rau hauv lub thib ob ib nrab ntawm 2008, thiab cov AUDUSD thiab NZDUSD ua qhov zoo tshaj plaws rov qab nyob rau hauv 2009.
Yuav ua li cas Yog Ib Piv txwv li Cov Muaj Zog Tshaj Plaws zoo correlated Khub?
EURUSD Thiab USDCHF.
Cov officers yuav tsiv mus nyob rau hauv daim iav opposite qhia. Thaum lub ob khub yog muaj mob pesnrab correlated rau lub lim tiam ntawd qab ntug, lawv yog heev xav correlated ntawm -96.9 nyob rau txhua txhua hnub thiab -97.7 nyob rau ib teev. Qhov no txhais tau tias thaum EUR / USD tiam sis mus txog, ces USD / CHF tiam sis cia thiab thaum USD / CHF tiam sis mus txog, EUR / USD tiam sis cia.
Mus saib hauv daim iav kev sib raug zoo ntawm ob khub thaum lub sij hawm li (06-08, down (thib ob ib nrab 08), mus txog (09-10) lub sij hawm ntawm 2006-2011:
Daim ntawv ceeb toom daim iav tsom hauv ob lub khub, thaum twg nce mus rau lwm qhov nqis, thaum ib ntog lwm qhov nce.
Vim li cas muaj zog tsis zoo correlation ntawm EURUSD thiab USDCHF:
- USD yog puag txiaj ntawm EURUSD, thaum nws yog ib lub quote txiaj ntawm USDCHF. Lawv muab ib tug USD tivthaiv, tsuas flipped.
Qhov no txhais li cas? Nws txhais tau tias yog thaum muaj ib tug ntiaj teb no nyiaj txiag ceeb, raws li muaj nyob rau hauv 2008, lub masses mus nrhiav qhov chaw nkaum nyob rau hauv lub zoo haven raws li txoj cai ntawm lub US Dollar thiab nws yuav tau muaj zog txog qhov twg nws sawv nyob rau hauv cov khub. Lub muaj zog duas cia li nkaum kiag EURUSD down (tsis muaj zog Euro, muaj zog duas) thaum nws lawd cov USDCHF mus (muaj zog duas, tsis muaj zog Euro). - Sab nraum ntawm lub duas commonality, lub Euro thiab Swiss Franc qhia ib tug muaj zog thaj thiab economic kev sib raug zoo. Ob leeg yog lwm tus txoj kev trading nrog ib tug neeg thiab nws yog tej nuj nqis ib lub nyiaj txiag txaus siab rau thim ntawm cov nqi parity. Nyob rau hauv qhov tseeb, lub Swiss Central Bank tau paub los cuam tshuam thaum lawv Swiss Franc tau ntxiv dag zog rau ntau heev txheeb ze mus rau lub Euro. Kawg loj pab yog thaum lub Swiss Franc ntxiv dag zog rau ntau heev txheeb ze mus rau lub Euro thiab nws cov sovereign nqi ntsoog ntawm 2010-2011, thiab cov Swiss Central Bank yeej hais tias nws yuav tsis tso cai rau cov EURCHF rau lub caij nplooj zeeg hauv qab no 1.1000.
Interestingly txaus, muaj ntau ntau cov khub uas tsiv mus nyob rau tib txoj kev coj raws li tus USDCHF, tshwj xeeb yog thaum lawv muaj USD raws li cov thawj txiaj hais.
USDCHF, USDJPY, USDCAD, USDNOK, USDSEK, USDDKK, USDSGD, tag nrho cov tsiv mus nyob rau tib txoj kev coj, albeit nrog txawv amplitudes.
Ntawm no yog tag nrho cov saum toj no officers sab ntawm sab los ntawm 2006-2010, yuav tsum vov peb directional taw, ib tug neeg twg sawv (06-08) ib tug cia li caij nplooj zeeg (thib ob ib nrab ntawm 08) thiab muaj zog rov qab (09):
Daim ntawv ceeb toom yuav ua li cas tag nrho cov officers tsiv mus nyob rau lockstep los ntawm 2006-2008 kom txog thaum lub 2008 ntsoog unfolds, thiab ces lub duas cia li tawg nyob rau hauv lub dag lub zog, xa rau tag nrho cov officers upwards nrog differing degrees ntawm kev quab yuam. USDCAD, USDSEK thiab USDNOK tag nrho cov sawv 30% los yog ntau tshaj, whereas USDCHF, USDDKK thiab USDSDG sawv los ntawm ib nrab xwb li npaum li cas, uas ua rau kuv ntseeg hais tias tus puag quote sab ntawm cov officers yog nyob rau hauv ntau muaj zog nyiaj txiag noj qab haus huv thaum ntsib nrog nyiaj txiag teebmeem.
Nco ntsoov tsis tuaj ntawm 2008 upward zog yog USDJPY, uas yuav tsum tau ua raws li kev sib tw nrog tag nrho cov nqi ntawm USD, tsuas yog qhov tseeb uas Nyiv yog xws li ib tug loj industrial powerhouse nyob rau hauv nws tus kheej txoj cai thiab hais tias nws twb raug kev txom nyem los ntawm ib tug khoom vaj khoom tsev npuas los ntawm 1986-1991 (17 xyoo ua ntej tshaj peb tus kheej nyob rau hauv 2008), lub cev qhuav dej uas tau lasted ze rau ob decades. Nyiv tus ntev twv tawm npuas deflation meant hais tias nws yog ntau tiv thaiv kab mob rau cov nyiaj txiag khov ntawm 2008 thiab nyob rau hauv qhov tseeb, USDJPY poob qis los ntawm 2008 txog tam sim no (Dollar weaker, Yen muaj zog), tsis yog vim nws tsis muaj nuj nqis teeb meem ntawm nws tus kheej (nyob rau hauv qhov tseeb, nws muaj ib tug ntawm cov loj tshaj plaws), tab sis vim hais tias nws tau shouldered nws cov nuj nqis tsim txom rau ntev ua luaj li whereas lub Teb chaws Europe thiab United States muaj lawv cov crippling nqi teeb meem ntsawj raws li qhov lawv kuj ntev los no thiab muaj ntau dua ntshai hais tias ib txhia ntawm lawv haiv neeg thiab lub xeev yuav ua tej kev phem thiab tsis.
Lub tswv yim Thiab Cov tswv yim yuav ua Siv Ntawm correlation ntaub ntawv
1. Yuav kom xyuas tswv yim
Ib tug ntawm qhov zoo tshaj plaws txoj kev mus ntsuam xyuas ib tug zoo rau robustness yog saib yog hais tias nws rov qab thiab pem hauv ntej mus soj ntsuam tau yuav duplicated nyob correlated officers. Ntau dhau lawm peb tuaj nrog ib lub tswv yim rau ib tug lub tswv yim, xws li coding li "super-laj" qhov taw qhia rau hauv ib qho EA, thiab tom qab muab nyob rau hauv lub hws thiab nyuaj ua hauj lwm rau ntawm txoj kev no EA, peb yuav pib rau optimize qhov taw qhia txoj kev tsis rau 2-3 xyoo ntawm ntaub ntawv keeb kwm, feem ntau yog pib nrog ib tug tsawg kis khub zoo li EURUSD. Yuav kom peb nyem lub EA ua ib tug zoo rov qab kuaj nyob rau hauv no khub, generating 1500 Pips txiv moj coos xyoo tsawg tshaj 20% kos cia. Feem ntau cov neeg nyob rau ntawm no point yuav tau overexcited thiab khaus mus pauv lawv tshiab khiv minted EA. Tab sis tos. Ua ntej nkim sij hawm thiab / los yog cov nyiaj nyob rau hauv lub maj mus pauv qhov no tshiab EA rau ib tug demo los yog tiag tiag, nws yuav yog ib tug tag nrho ntau smarter kom paub tseeb tias peb tsis tau cia li dag peb tus kheej, rau lub biggest self-deception uas tau tshwm sim nyob rau hauv optimization yog tshaj-optimization, los yog nkhaus-haum, uas yog cia li nkhaus-haum koj zoo mus rau lub keeb kwm lub sij hawm nyob rau hauv kev soj ntsuam. Ib txoj kev uas yuav mus nrhiav tau yog tias koj qhov zoo tsis yog muaj tseeb rau cov ciaj uas muag yog backtest cov tsis nyob rau txawv keeb kwm lub sij hawm ntawm lub tib lub khub, thiab cov tib yam thiab txawv keeb kwm lub sij hawm ntawm correlated officers. Piv txwv li, yog tias koj nrhiav tau tias koj EA muaj pheej rov qab ntsuam xyuas EURUSD rau ob lub xyoos dhau los ntawm 2010-2012, sim backtest uas tib EA rau hauv lub xyoo ntawm 2008-2010, thiab nyob rau ze rau khub zoo li GBPUSD thiab AUDUSD thiab USDCHF rau tag nrho plaub lub xyoos. Cuaj caum feem pua ntawm lub sij hawm koj tshiab khiv minted EA yuav tsuas tsis ua hauj lwm rau sab nraum lub xyoo thiab officers thiab koj tau mus fim qhov tseeb hais tias tej zaum koj yuav muaj ntau tshaj qhov zoo koj EA mus rau ib tug khub rau cov neeg ob xyoos tas los. Txawm li cas los, tej zaum koj yuav tau txais tiag tiag Eureka lub sij hawm ntawd thaum koj EA xwb ua tubntxhais zoo rau txawv keeb kwm sij hawm thiab officers. Thaum uas muaj li koj muaj tej zaum mus rau koj muab koj EA rau demo thiab tiag nyiaj nrog ib tug tag nrho ntau heev cog qoob loo.
2. Tsis txhob Nyob-Raug Los doubling Risk.
Muaj tej zaum lub sij hawm thaum koj muaj sab los yog tsim txaus cov tswv yim uas rov qab xeem zoo nyob rau hauv cov plaub placebo (EURUSD, GBPUSD, AUDUSD, USDCHF). Tej zaum koj yuav raug ntxias mus pauv tag nrho koj tshiab pom cov tswv yim xav hais tias, vim hais tias lawv yog ua hauj lwm tawm nyob rau hauv txawv txiaj officers, koj diversified. Koj paub tias koj yuav tsum tau siv 2: 1 leverage thaum twg muab lub sij hawm, tab sis vim koj xav hais tias koj yog diversified, koj puas kam tso cai rau 2: 1 leverage ib zoo khub, uas txhais tau tias quadrupling koj txoj hauj lwm, txij li thaum tag nrho plaub officers yog xav correlated. Muaj yog tsis muaj dab tsi tsis ncaj ncees lawm nrog koj ua qhov no, yog tias koj muaj zoo kawg cog qoob loo nyob rau hauv qhov kev kawm ntawm txhua zoo thiab nyob rau hauv lub tau ntawm tseem muaj sia nyob ib pawg kos cia. Nrog sau ua ib pawg kos cia, koj ntxiv cov max kos down ntawm cov plaub officers. Vim hais tias ntawm cov muaj zog correlation ntawm tag nrho plaub, koj yeej siab koj kos down los ntawm ib yam ntawm 4 nyob rau hauv lub neej yav tom ntej. Kuv yuav qhia rau koj los ntawm ib qho nyuaj kev uas yog hais tias koj tsim sib raws li cov tswv yim rau txawv officers, lawv yuav muaj lawv kos cia nyob rau hauv roughly tib lub sij hawm, feem ntau yog thaum lub sij hawm ib tug ntev sideways, nrov heev nthe ua lag luam (lub bane ntawm tag nrho cov sib cov tswv yim). Yog hais tias koj ntxiv txog koj cov plaub kos downs thiab daim duab uas ib hnub koj yuav tuaj mus fim ib tug 50% kos cia, koj muaj zoo txo koj leverage ib khub los ntawm 50%, los yog lwm tus tuaj tos tsuas yog ob tug officers rau cov lag luam tawm.
3. Doubling Nyiaj Thaum Haiv Neeg yuav raug
Qhov no yog lub khob ib nrab puv nkaus rau lub khob ib nrab ntawm cov kev cai saum toj no. Koj tab tom nrhiav kom tau ob npaug ntawm txoj hauj lwm loj los tso koj txiav txim rau txiaj khub ua ke nyob rau hauv tib lub tsheb. Vim li cas koj thiaj xav tau qhov no? Zoo, tab sis tus kos cia yuav doubled, thiaj li dhau los tau nyiaj. Ntxiv mus, qhov kev pheej hmoo sab qis yuav ua tau qis me ntsis los ntawm kev txav mus rau hauv ib qho txiaj ob tog, tiv thaiv qhov sib tw ntawm tib qho. Piv txwv li, yog tias koj zoo rov qab soj ntsuam nrog 1000 Pips ib xyoo profit / 200 Pips kos cia rau EURUSD, thiab 700 Pips profit / 100 Pips kos cia rau AUDUSD, koj yuav coj kom zoo dua ntawm trading tus EURUSD thiab AUDUSD ua ke (correlation ntawm + 70), nyob rau hauv yuav ua kom cov nyiaj tej zaum, 1700 Pips ib xyoo, thaum muaj ib tug kos down ntawm 300 Pips, raws li txwv mus rau ib tug drawdown ntawm 400 Pips yog koj twb mus dua zaum ob nyob rau EURUSD. Koj yuav kom profit tej zaum nyob rau tib lub sij hawm koj yuav tsum tau kis tus kab mob tawm uas koj yuav muaj. Ntxiv mus, oftentimes officers yog cov yuav raug cia li jumps nyob rau hauv nqe uas zoo li tau koj tawm ntawm koj nres los yog ntxias koj mus rau hauv tsis muaj tseeb trades. Tab sis txij thaum koj ob khub yog tsis 100% correlated muaj yog ib tug zoo lub caij nyoog uas cia li dhia tej zaum yuav tsis muaj cuam tshuam ob leeg officers nyob rau tib lub sij hawm, uas txhais tau tias koj yuav tsis tau nres tawm los yog lured mus cuav trades rau ob officers. Txawv monetary kev cai ntawm central ntug dej muaj differing impacts on lub correlated officers, xws li hais tias ib tug tej zaum yuav tsawg cov tshaj rau lwm los yog txav steadier nrog tsawg volatility.
4. Hedging, Thiab Ib nrab Hedging
Tag nrho cov Hedge yuav ua tau pointless thiab kim
Thaum paub hais tias EURUSD thiab USDCHF txav inversely, muaj yog tsis muaj taw tes mus luv luv ob txoj haujlwm nyob rau tib lub sij hawm vim hais tias nws thiaj li lawv rho txhua lwm yam, rau thaum EURUSD ntog, USDCHF rallies. Nws yog yuav luag zoo li koj muaj zoo tsis muaj txaus qhia, tsuas yog rau lub fact tias koj lav nyiaj kis los yog nyiaj khiab zog rau ob trades, tsis muaj lub peev xwm mus profit.
Tag nrho cov Hedge ib coincidental Tseem nrog Ob Txawv EAS
Yog hais tias ib tug yog trading nrog EA #1 Rau EURUSD, thiab EA #2 Rau USDCHF, nws yog heev tau hais tias EA #1 Yuav luv luv lub EURUSD nyob rau tib lub sij hawm uas EA #2 Yog luv luv lub USDCHF. Raws li ob tug EAS yeej ua raws li lawv tus kheej logic, lawv nkag mus rau hauv lawv txoj haujlwm irrespective ntawm txhua lwm yam thiab tau hais tias lawv tej zaum yuav txhav tas li lwm tus txoj kev profit / tsis tau. Nws tseem yog conceivable uas lub sij yawm ntawm kev nkag thiab tawm ntawm txhua EA yog txawv txaus hais tias ob tawm tuaj nrog profit. Los yog ib tug los nrog profit, lwm yam nrog tsis tau. Yog hais tias kuv tau kom rov qab soj ntsuam ob EAS thiab xav tias muaj compliments rau ib leeg, kuv yuav tsis txhawj txog qhov coincidental hedge qhov teeb meem.
Tag nrho cov Hedge ib Txhob txwm Tseem nyob hloov (Risky!)
Ib txhia neeg nyiam mus xauv rau hauv tag nrho cov hedges nrog correlated officers thaum lawv tau pom cov officers thim tshaj lawv tej hom twg. Piv txwv li, yog tias koj pom hais tias tus GBPUSD tau nkag mus hauv lub overbought cheeb tsam ntawm ib tug RSI los yog Stochastics, thaum nyob rau tib lub sij hawm lub EURUSD yog nyob rau hauv lub oversold cheeb tsam ntawm ib tug H4 los yog D1 lub sij hawm, ib tug yuav saib qhov no raws li ib qho kev nthuav scenario mus luv luv GBPUSD thiab ntev EURUSD, nrog rau cov kev cia siab tias cov officers yuav revert rov qab mus rau lawv qub ntau yam thiab koj yuav nws thiaj li profit thaum lawv ua li cas. thaum no zoo zoo nthuav thaum xub thawj siab ib muag, nws yog heev pheej hmoo. Muaj yog tiag tiag tsis muaj standard ntau yam hais tias cov ob khub yog yuam kom muaj nyob hauv, thiab lub caij lawv yuav tsiv mus nyob inversely deb ntawm txhua lwm yam nrog zoo quab yuam. Koj yuav nyob rau hauv cov nyhuv yuav trading ntev EUR / GBP thaum nws tau muab ntaus rau hauv ib tug downtrend, thiab yog hais tias peb rub tau ib tug 5 xyoo daim ntawv keeb kwm ntawm no khub, koj yuav pom hais tias nws muaj peev xwm nkag mus rau hauv pab ntev ntev los yog luv luv tiam sis. Koj yuav tsum tau loj txim mus yuav tus opposite sab ntawm xws li ib tug txav.
Ib nrab Hedging tswv yim
Rov qab nyob rau hauv thaum ntxov 2000s, kuv tau tsim ib tug xov tooj ntawm trending cov tswv yim uas ua hauj lwm zoo nyob rau hauv lub ntev sab ntawm EURUSD thiab qhov ntev sab ntawm USD / CHF. Kuv tau muab tso rau cov tswv yim mus ua hauj lwm xav tias yog hais tias tus duas muaj zog, kuv ntev USD / CHF tswv yim yuav tuaj mus ua si mus lob muaj dag muaj zog, thiab yog hais tias nws twb tsis muaj zog, ces kuv ntev EUR / USD yuav tuaj mus ua si mus lob uas tsis muaj zog . Ntawm chav kawm, kuv yuav tau cia li hloov pauv ntev thiab luv luv lub EUR / USD, tab sis nyob rau hauv kuv rov qab xeem ntawm lub sij hawm, kuv xam tau hais tias tus ntev sab USDCHF cov tswv yim ua zoo npaum li cas tshaj lub luv luv sab EURUSD cov tswv yim. Kuv ua ke puas tau zoo rau lub sij hawm mus txog lub yim hli ntuj 2008, thaum tag nrho cov placebo pib kom poob tawm tsam ib duas (duas muaj kev nyab xeeb haven nyob rau hauv lub sij hawm ntawm nyiaj txiag teebmeem thiab ceeb), ces kuv pom tau hais tias kuv muaj zog duas cov tswv yim (ntev USDCHF) twb tsis raws li Attendance hnyav rau kuv tsis muaj zog duas (ntev EURUSD) cov tswv yim raws li kuv tau xav. Kuv pom hais tias kuv ntev EURUSD cov tswv yim khaws cia tau txhais, txawm nyob rau hauv lub qhovntsej thiaj tsis mob, thiab muaj ob peb ntev USDCHF uas tau raug coj mus rau hauv ua si rau offset cov kev puas tsuaj. Nyob rau hauv hindsight, Kuv yuav ua tau zoo dua tawm cia li trading nres thiab rov qab trending tshuab rau EURUSD, yog li ntawd thaum lub tshuab nqa raws li qhov ntev downward sib, nws yuav muaj siab caij nws down.
Sau koj cov lus