Kelly-betting for FX trading

[Mersenne Twister]

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.

 

[blackjack avenger]

? to Matt21

How goes the trades?

 

[zengrifter]

Do you spl your bank between BJ & other trades or consider it one bank?

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

 

[blackjack avenger]

hmmm

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

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