Mulakan

Carta Spread dijelaskan


KANDUNGAN:

Apakah carta spread

Carta spread adalah perbandingan instrumen kewangan dan pemboleh ubah tambahan. Dagangan spread menjadi popular disebabkan perspektif baharu mereka untuk nilai instrumen kewangan yang boleh membantu mengurangkan jumlah risiko tertentu.

There are a few different ways of utilizing spread charts. Some of the more popular ways include price inversions, currency conversions, financial instrument comparisons, and pairs trading.

Operator dan persediaan

To create your own custom spread chart:

  1. Enter the first variable (symbol, number etc.) in the "Symbol Search" window
  2. Enter one of the four operators: Subtraction ( – ), addition  ( + ), multiplication ( * ), or division ( / ),  followed by a space
  3. Enter the second variable in the "Symbol Search" window

For example: entering AAPL / XAUUSD will create a comparison of Apple stock vs. gold by dividing Apple stock's prices by gold prices.

Spreads for intraday charts are calculated by taking the open, high, low, and close of each 1-minute bar and then recompiling them into the selected interval. This approach is the only method that results in correct spread charts. We handle all necessary calculations on our servers and display the finished spread chart.

! Note: a single spread can include no more than 10 unique symbols.

Penyegaran semula (repainting) carta spread

Spread charts can get repainted. The reason for this is that real-time bars are built on tick data, whereas historical bars are built from minute data. The tick data of price movements within a bar is not included in historical bars. The sequence of price movements within a bar plays a crucial role in building spread bars in real time. Therefore, real-time and historical data in a spread chart may differ.

When you refresh a chart, the bars may mismatch, and you may see slightly different bars after refreshing the spread chart. This affects alerts set on spread charts.

Jenis spread biasa

Balikan carta

Inverting a chart is a good way to visually chart the correlation between two instruments. For example, with two instruments with very low correlation, inverting one of the instruments with this method will make them viewable moving in the same direction.

Example: an inversion on the EURUSD: 1/EURUSD.

Pertukaran mata wang

Multiplying or dividing an instrument by a currency pair will allow you to view the price of the instrument in a different currency.

Example: best buy shown in euros: BBY/EURUSD.

Perbandingan instrumen

A common way to utilize spreads is to divide one instrument by another. This will give you spread value that can be tracked as a single instrument.

Contoh: apple stock vs. gold: AAPL/XAUUSD.

Arbitraj bursa

Spreads can also be used to see the instrument price difference between different exchanges. To do so, you need to subtract a symbol on one exchange from another exchange.

Contoh: BATS:META–NASDAQ:META.

Arbitraj kripto

With Bitcoin's popularity rising, Bitcoin arbitrage has become a popular trading opportunity.

Contoh: BTCUSD-BTCEUR*EURUSD.

Dagangan pasangan

Pairs trading involves trading two separate instruments simultaneously to execute a single trade. It is a popular strategy for reducing trading risk.

The idea is to find two highly correlated symbols (or negatively correlated ones) and open positions in both. If the pair is highly correlated, they should move in the same direction.

Typically, an opportunity presents when the pair ratio deviates beyond a threshold — often a certain number of standard deviations from its average. You may then go long on the underperforming symbol and short on the overperforming one.

When the pair moves back toward its average deviation, you may close both positions.

Many technical analysts use the Bollinger Bands indicator to spot pair trading opportunities. In the example below, Bollinger Bands are set to be 2.2 standard deviations from the mean.

Here's a number of things in regards to pairs trading:

  1. Designed to be market-neutral: Because of the opposing positions, overall market direction should not affect the trade. The profit comes from the relative movement between the instruments, not the market trend
  2. Correlation moves: Correlation ranges from –1 to 1, with 1 being perfect positive correlation. Pairs trading can also work with negatively correlated instruments. For those, positions may be opened in the same direction when the instruments are closer together than usual — anticipating divergence.
  3. Position size: Avoid entering the same number of units for both instruments. Instead, match the dollar value of both positions. If you use an equal number of shares but the instruments have different prices, the more expensive instrument will dominate the trade.

In the example below, using the same number of shares creates a highly unbalanced trade in dollar terms.


The number of shares should be adjusted to equalize the dollar value of each side. While it may not be exact, getting close is crucial

Hubung kait antara instrumen: This is the cornerstone of pairs trading. Correlation changes over time — even during a trade — so we recommend monitoring it closely.

Juga baca:

Jenis carta intrahari termaju
Memahami carta bar