Добавлено: Сб Июл 07, 2018 16:55 Заголовок сообщения: maybe there is some other solution?
Suppose, we would like to test a system on a portfolio consisting of two forex markets: EUR/USD and USD/JPY. The problem is that the two markets are denominated in two different currencies. I wonder if you could convert USD/JPY into JPY/USD so that all the statistics were calculated and expressed in dollars? I wonder if it is a valid method to use and what the proper conversion should look like. Or maybe there is some other solution?
I didn't find the right solution from the internet.