Pairs trading - yah kya hai?
Main aapko kuch had tak tak bata sakta hun keh Pairs trading kya hai, kyonkeh maine apne practice me is trading style ko istemal kiya hai... do martaba: shuruaati dino me aur pichle sal)))
Sabse pahle, dekhte hain keh yah asal me kya hai....
Pairs trading do currency joron par ek sath trading ka system hai, jab trading ka natijah sirf dono aalaat ki tahrik ke conjunction ke taur par samjha jata hai.
Pairs trading ki aqsam
Aisi trading kam se kam do aqsam ki ho sakti hai...maine unpar zor diya.
1. Direct correlation ke sath currency joron par Pairs trading
Ek bar, thik 5 saal pahle, EUR/USD aur GBP/USD pairs taqriban isi andaz me guzri thi, jo keh correlated hai: jab ek jori ki qimat badh rahi thi, to doosri jori ki qimat bhi badh rahi thi, aur iske baraks. Bahut se traders ne ise paise kamane ke liye adapt kiya. Aur forward-minded logon ne bhi is hikmatamli par apna trading robot bhi takhliq kiya aur kamyabi se unhen qismat ke liye taqsim kiya, is haqiqat ka fayeda uthate hue keh is mauzu me mazboot dilchaspi thi...
Is tarah main is trading ke nezam se waqif hua- maine ek bahut hi qayel trader aur programmar se $600 me ek trading robot kharida.
Hikmat amli ka khulasah is tarah tha...
Pairs me brah rast taaluq ke sath, mukhtalif parties ke sath-sath un par transaction karna zaruri hai. Misal ke taur par: EUR/USD khariden aur GBP/USD bechen. Is tarah se deals karte waqt, aap deposit loss karne ke khatre ko kam kar dete hain (chunkeh yah taqriban lock ke barabar hai), aur jab ek jori doosre ke muqable me tezi se badhne ya girne lagti hai tab munafa kamayen.
Agar pahli jori par deals ki tartib karte waqt ya iske bar aks munafa hasil nahin kiya gya tha, to ek drawdown tha, fir usi order ka doosra jora muqarar kiya gya tha (badhe hue coefficient ke sath yah mumkin hai), fir teesra ....aur yah tab tak hai jab tak is tarah ke average ke poore grid ne aam munafa nahin liya...
As the legend implies, is hikmat amli ke developer ne is par kamyabi se munafa hasil kiya. Halankeh, main kuch bhi hasil karne me kamyab nahi raha, lekin sab kuch khone me kamyab raha. Ya to mujhe joron ki mazboot decorrelation ka waqt mil gaya (jab jore alag alag guzarte hain), ya, hamesha ki tarah, maine lots ko overstate kar diya, lekin... is tarah ke trading me meri dilchaspi khatm ho gayi...aur fir pound ke sath euro ka direct correlation khatm ho gya, khas taur par Brexit ke shuruaat ke sath. Nahin, zahir hai, wo aksar ek sath guzar jate hain, lekin bade decorrelation ki muddat itni frequent ho gayi keh un par hikmat amli taqriban apna matlab kho chuki hai.
Pair trade me tajdid dilchaspi sirf guzishtah sal note ki gayi thi.
Is bar, mai ne bunyadi nuqhtah nazar liya, aur doosre tarique ko ikhteyar liya.
2. Inverse (mirror) correlation ke sath currency pairs par pairs trading
Khair, agar jore ka direct correlation unke quotation ke identical circulation hai, to bar aks ek alag directions me unki qimaton ka circulation hota hai. Yahi wajah hai, keh agar ek jori ki qimat badh jati hai, to doosri jori ki qimat taqriban aisi rooratehaal me 100% girti hai.
Mirror correlation ka behtarin misal EUR/USD aur USD/CHF ki jori hai. Wo abi bhi is trend ko aage badhana jari rakhte hain.
Is soorat me, aap ko ek hi simt ma ek sath order set karne ki zarurat hai. Misal ke taur par, EUR/USD khariden aur USD/CHF khariden. Is tarah, hamare pas fir se munafa hasil karne ka mauqa hai, taqriban kisi khatre (force majeure ko chor kar) ke bagair.
Zyada mahfooz tariqe se trade karne ke liye, aapko hamesha pahle tariqe ke sath analogy ke zariye jore me order set karna lazmi hai. Lekin maine apna rasta ikhteyar kiya... aur main ne 7 mah tak munafa hasil kiya hai (aur fir, hamesha ki tarah, mujh se galti hui aur nuqsan hua)।)))
Waise bhi, maine ise is tarah se kiya....
Setting, man len, EUR/USD khariden aur sath sath USD/CHF khariden. Har transaction me 50 pt ka take profit order tha.
Jab ek jori par, take order band ho gya, to doosre par, averaging ka grid har 50 pt par set kiya gya tha, jab tak keh ibtedai lots se 50 pt ka munafa nahin hua tha.
Is tarah, maine kuch mahinon tak munaqid kiya aur ek accha munafa hasil karna shuru kar diya.... lekin, haqiqat me, maine sirf jore me se grid ko ek joint se kam kar diya.))) Halankeh, kabhi kabhi, jore ke zaruri decorrelation ke dauran, munafa ek sath do transaction ki taraf se liya gya tha. Yah khalis taur par pairs trading system hai.
Faida aur nuqsan
System ka sirf ek faida hai: Istemal ki sadgi. Aap chart par kisi bhi calculation aur drawings ke begair, market ma ek bar dakhil kar sakte hain... agarcheh bahut se mukhtalif gadget maujood hain jinke sath aap yaqinan taur par apne platform ko betartib kar sakte hain.
Kharabi bhi asal me ek hi hai - yah munafe ke liye muntazir hone ki kashidgi hai. Aur munafa itna zyada nahin hota hai jitna trader ummid karte hain, halankeh yah kafi mustahkam ho sakta hai.
Natija
Is jawab me, main ne do qism ke pair trading ko bayan kiya hai, jise maine apni hikmat amli me aur is hikmat amli ke amumi asool me lagu kiya tha.
Agar koi abhi bhi uljhan me hai, to main ek bar fir repeat karunga: Pairs trading ka asool return hasil karne ke liye sahi taiqe se unke correlation ya decorrelation ka istemal kar ek hi waqt me do gair mulki currency ke aalaat par trade karna hai.
Aap kisi bhi jore par pairs trading ka istemal kar sakte hain jo brah rast ya munsalik taaluq rakhte hain. Halankeh, kisi bhi doosre nezam ke sath, aapko ahteyat se dono muntakhab jore ke bartao ki janch karni chahiye aur lots ke optimal parameter ko calculate karna, take orders, aur joron ke deals (with averaging) ke darmiyan steps ka size dekhna chahiye.
Main aapko kuch had tak tak bata sakta hun keh Pairs trading kya hai, kyonkeh maine apne practice me is trading style ko istemal kiya hai... do martaba: shuruaati dino me aur pichle sal)))
Sabse pahle, dekhte hain keh yah asal me kya hai....
Pairs trading do currency joron par ek sath trading ka system hai, jab trading ka natijah sirf dono aalaat ki tahrik ke conjunction ke taur par samjha jata hai.
Pairs trading ki aqsam
Aisi trading kam se kam do aqsam ki ho sakti hai...maine unpar zor diya.
1. Direct correlation ke sath currency joron par Pairs trading
Ek bar, thik 5 saal pahle, EUR/USD aur GBP/USD pairs taqriban isi andaz me guzri thi, jo keh correlated hai: jab ek jori ki qimat badh rahi thi, to doosri jori ki qimat bhi badh rahi thi, aur iske baraks. Bahut se traders ne ise paise kamane ke liye adapt kiya. Aur forward-minded logon ne bhi is hikmatamli par apna trading robot bhi takhliq kiya aur kamyabi se unhen qismat ke liye taqsim kiya, is haqiqat ka fayeda uthate hue keh is mauzu me mazboot dilchaspi thi...
Is tarah main is trading ke nezam se waqif hua- maine ek bahut hi qayel trader aur programmar se $600 me ek trading robot kharida.
Hikmat amli ka khulasah is tarah tha...
Pairs me brah rast taaluq ke sath, mukhtalif parties ke sath-sath un par transaction karna zaruri hai. Misal ke taur par: EUR/USD khariden aur GBP/USD bechen. Is tarah se deals karte waqt, aap deposit loss karne ke khatre ko kam kar dete hain (chunkeh yah taqriban lock ke barabar hai), aur jab ek jori doosre ke muqable me tezi se badhne ya girne lagti hai tab munafa kamayen.
Agar pahli jori par deals ki tartib karte waqt ya iske bar aks munafa hasil nahin kiya gya tha, to ek drawdown tha, fir usi order ka doosra jora muqarar kiya gya tha (badhe hue coefficient ke sath yah mumkin hai), fir teesra ....aur yah tab tak hai jab tak is tarah ke average ke poore grid ne aam munafa nahin liya...
As the legend implies, is hikmat amli ke developer ne is par kamyabi se munafa hasil kiya. Halankeh, main kuch bhi hasil karne me kamyab nahi raha, lekin sab kuch khone me kamyab raha. Ya to mujhe joron ki mazboot decorrelation ka waqt mil gaya (jab jore alag alag guzarte hain), ya, hamesha ki tarah, maine lots ko overstate kar diya, lekin... is tarah ke trading me meri dilchaspi khatm ho gayi...aur fir pound ke sath euro ka direct correlation khatm ho gya, khas taur par Brexit ke shuruaat ke sath. Nahin, zahir hai, wo aksar ek sath guzar jate hain, lekin bade decorrelation ki muddat itni frequent ho gayi keh un par hikmat amli taqriban apna matlab kho chuki hai.
Pair trade me tajdid dilchaspi sirf guzishtah sal note ki gayi thi.
Is bar, mai ne bunyadi nuqhtah nazar liya, aur doosre tarique ko ikhteyar liya.
2. Inverse (mirror) correlation ke sath currency pairs par pairs trading
Khair, agar jore ka direct correlation unke quotation ke identical circulation hai, to bar aks ek alag directions me unki qimaton ka circulation hota hai. Yahi wajah hai, keh agar ek jori ki qimat badh jati hai, to doosri jori ki qimat taqriban aisi rooratehaal me 100% girti hai.
Mirror correlation ka behtarin misal EUR/USD aur USD/CHF ki jori hai. Wo abi bhi is trend ko aage badhana jari rakhte hain.
Is soorat me, aap ko ek hi simt ma ek sath order set karne ki zarurat hai. Misal ke taur par, EUR/USD khariden aur USD/CHF khariden. Is tarah, hamare pas fir se munafa hasil karne ka mauqa hai, taqriban kisi khatre (force majeure ko chor kar) ke bagair.
Zyada mahfooz tariqe se trade karne ke liye, aapko hamesha pahle tariqe ke sath analogy ke zariye jore me order set karna lazmi hai. Lekin maine apna rasta ikhteyar kiya... aur main ne 7 mah tak munafa hasil kiya hai (aur fir, hamesha ki tarah, mujh se galti hui aur nuqsan hua)।)))
Waise bhi, maine ise is tarah se kiya....
Setting, man len, EUR/USD khariden aur sath sath USD/CHF khariden. Har transaction me 50 pt ka take profit order tha.
Jab ek jori par, take order band ho gya, to doosre par, averaging ka grid har 50 pt par set kiya gya tha, jab tak keh ibtedai lots se 50 pt ka munafa nahin hua tha.
Is tarah, maine kuch mahinon tak munaqid kiya aur ek accha munafa hasil karna shuru kar diya.... lekin, haqiqat me, maine sirf jore me se grid ko ek joint se kam kar diya.))) Halankeh, kabhi kabhi, jore ke zaruri decorrelation ke dauran, munafa ek sath do transaction ki taraf se liya gya tha. Yah khalis taur par pairs trading system hai.
Faida aur nuqsan
System ka sirf ek faida hai: Istemal ki sadgi. Aap chart par kisi bhi calculation aur drawings ke begair, market ma ek bar dakhil kar sakte hain... agarcheh bahut se mukhtalif gadget maujood hain jinke sath aap yaqinan taur par apne platform ko betartib kar sakte hain.
Kharabi bhi asal me ek hi hai - yah munafe ke liye muntazir hone ki kashidgi hai. Aur munafa itna zyada nahin hota hai jitna trader ummid karte hain, halankeh yah kafi mustahkam ho sakta hai.
Natija
Is jawab me, main ne do qism ke pair trading ko bayan kiya hai, jise maine apni hikmat amli me aur is hikmat amli ke amumi asool me lagu kiya tha.
Agar koi abhi bhi uljhan me hai, to main ek bar fir repeat karunga: Pairs trading ka asool return hasil karne ke liye sahi taiqe se unke correlation ya decorrelation ka istemal kar ek hi waqt me do gair mulki currency ke aalaat par trade karna hai.
Aap kisi bhi jore par pairs trading ka istemal kar sakte hain jo brah rast ya munsalik taaluq rakhte hain. Halankeh, kisi bhi doosre nezam ke sath, aapko ahteyat se dono muntakhab jore ke bartao ki janch karni chahiye aur lots ke optimal parameter ko calculate karna, take orders, aur joron ke deals (with averaging) ke darmiyan steps ka size dekhna chahiye.
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