meta user
network profile
| bio | website | |
|---|---|---|
| location | Chicago, IL | |
| age | 28 | |
| visits | member for | 2 years, 3 months |
| seen | Apr 9 at 21:02 | |
| stats | profile views | 36 |
My name is Kiril Gantchev, I'm a software engineer and my interests include: machine learning, artificial intelligence, bitcoin, trading and making the world a better place!
I blog about technology in general (mostly things I encounter):
codesprout.blogspot.com
Sometimes I blog about ML/AI stuff:
mlai-lirik.blogspot.com
P.S. If you're wondering, my gravitar image is an endogenous retrovirus.
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Jan 31 |
awarded | Yearling |
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Dec 12 |
awarded | Popular Question |
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Jul 16 |
awarded | Taxonomist |
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May 1 |
comment |
Arbitrage between markets I guess my terminology was off... short selling is the same as shorting. I just thought that calling it "short selling" is redundant, but I guess it's the official term. |
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May 1 |
comment |
Arbitrage between markets I'm familiar with how shorting works in general, but I'm not very familiar with arbitrage. You helped a lot with the arbitrage explanation, but then I was trying to figure out how to "simulate" shorting on an exchange that does not allow it in order to do arbitrage. Buying the inverse currency pair seems to behave like shorting a currency pair. |
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Apr 28 |
comment |
Arbitrage between markets Ah, turns out you can do arbitrage with currency even if shorting is not allowed... for example: if I'm supposed to short USD/EUR, I can just buy the EUR/USD and that should be the same. |
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Apr 27 |
comment |
Arbitrage between markets The terminology is confusing me a bit: "selling something short". As far as I understand it, taking a short position occurs when you're selling something which you don't have. Simply selling something implies that you have it. So I find the term "selling short" to be confusing: you're either selling or shorting, but I don't know how you can do both. It's much more difficult (time consuming and expensive) to transfer non-X currency between the markets I'm dealing with, but it's possible... |
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Apr 27 |
accepted | Arbitrage between markets |
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Apr 27 |
comment |
Arbitrage between markets I guess the other option is to simply get a lot of funds and buy X in market A, transfer X to market B, sell X, then take the long trip around (could be a couple of days) to re-fund A. If the flow is consistent and the money is big enough, then it might be feasible. Thanks for all of your help! |
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Apr 27 |
comment |
Arbitrage between markets Oh, so you're describing pairs trading, I thought your example involved transferring currency. Is it possible to do pairs trading on a market that doesn't allow shorting? |
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Apr 26 |
comment |
Arbitrage between markets That's a very helpful answer! However, if you buy Y for $0.311, you're holding Y and you can't transfer it to A to sell it. Same thing with buying Z in A, you're holding Z and you can't transfer it to C to sell it. The only thing that can transfer between the exchanges is X. I think I like the idea of pairs trading better, it might be a better option to trade when the correlation weakens... |
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Apr 25 |
comment |
Arbitrage between markets @QuantGuy yes, but that presumes that if that you can "easily" take your currency between adjacent markets in currency other than X. In the situation I'm exploring, it's only feasible to move currency X between the markets, which seems to defeat the purpose of arbitrage (or at least that's how I see it). |
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Apr 25 |
asked | Arbitrage between markets |
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Apr 17 |
comment |
What benchmark/index to use for backtesting a portfolio of stock options? @JonnyBoats gotcha, thanks for the useful information! +1 for the answer btw! |
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Apr 17 |
comment |
What benchmark/index to use for backtesting a portfolio of stock options? Of course the "risk-free interest rate" is not really risk-free, but it's commonly referred to as such. I was just asking if that would be a good universal benchmark to test against. |
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Apr 17 |
comment |
What benchmark/index to use for backtesting a portfolio of stock options? I presume that this is where the risk-free interest rate comes into play, so the standard benchmark would be to compare your performance with the risk-free interest rate and see if you can beat it. The more circumstances you can beat it in, the better your algorithm. |
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Jan 31 |
awarded | Yearling |
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Aug 10 |
awarded | Nice Question |
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Mar 12 |
awarded | Nice Answer |
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Feb 7 |
awarded | Beta |
