Machine learning in trading: theory, models, practice and algo-trading - page 2573

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mytarmailS #:

I do, even though I'm a retailer.

You see what you're given to see. Not the real state of affairs. For CFD/Forex/crypto, it's whatever they want you to see. But even such things as NYSE/NASDAQ/CME, where in theory they should not lie about the volumes of transactions, all this is actually a foggy thing. Then there are darkpools, there are derivatives ( and derivatives on derivatives!) You'll never really see shit

 
elibrarius #:

What do they do? Don't they just copy information from CME into their indicators?
As I understand it, their main trick is to identify large volumes, presumably made by funds and other big players. I am curious, how do they distinguish them from the mass of other trades?

I found a video explaining how to use it. All they say is: maybe, most likely, they sold here because the price went down, etc. In my opinion - this is bullshit and we will see the same 50/50%. Search says that there was a signal of the same name here, but it is already closed, apparently merged.

And here in the main video from the supplier of the indicator is more beautifully explained, but apparently they have picked good moments on the chart.

I remember that data is collected from different sources including darkpools. I searched now and wrote about complex calculations.

I did not find anything in this indicator either. It is funny, I was watching other people using it and the peak hour means there is a level, although the indicator shows the data for the whole day.

I would not pay attention to it if I did not communicate with the man who trades with it.

 
Max B #:

You see what you are given to see. Not the real state of affairs. For CFD/Forex/crypto, it's whatever they want you to see. But even such things as NYSE/NASDAQ/CME, where in theory they should not lie about the volumes of transactions, all this is actually a fuzzy thing. Then there are darkpools, there are derivatives ( and derivatives on derivatives!) You'll never really see shit

If you don't know anything about the market, it doesn't mean that no one else does.
 

An interesting observation...

If you check the series for stationarity (DickeyFuller test) in the moving window, very often the market bounces when the test shows the peak nonstationarity of the series

You can also use this test to identify a flat in the market

set.seed(123)
x <- cumsum(rnorm(500))  ##  цена
par(mar=c(2,2,0,0))

library(tseries)
adf <- rep(NA,length(x))
for(i in 50:length(x)) adf[i] <- adf.test(x[(i-49):i])$p.value

id <- which(adf>0.96)

layout(1:2)
plot(x,t="l")
points(id,x[id],col=2,lwd=2)
plot(adf,t="l") ; abline(h=c(0.05,0.96),col=c(2,4))
points(id,adf[id],col=2,lwd=2)
 
mytarmailS #:

An interesting observation...

If you check the series for stationarity (DickeyFuller test) in the moving window, very often the market bounces when the test shows the peak non-stationarity of the series

You can also use this test to identify flat patterns in the market

Is there any way to see the statistics for a significant period with the same settings?

That is an interesting result.

 
Aleksey Vyazmikin #:

And the statistics for a significant period with the same settings can somehow be seen?

And so the result is interesting.

it's just an interesting observation, nothing more

 
mytarmailS #:

What is there to understand in financial mathematics and IR, you need to know the mechanics of the market and its players

The crowd is bound to lose in most cases, because its counter-agent is a "major player".

1) it is necessary to see the imbalance of retail buyers and sellers, for example if there are many sellers, then the "big player" (the buyer) is on the other side of the deal

For example now on the Jew, there are a lot of sellers

2) There is also trading in the moment against the crowd - this is a market maker

You can see that the price always moves against the crowd (inverse correlation).

While the crowd is buying and believes in growth, the price will fall and vice versa...

That's the whole market.


p.s. I will watch the video.

+

there is a video narrative of a man who is at the beginning of his journey

who's interested in learning, but hasn't gotten into it yet.

for where he plunged into is interesting of course, but no more than a beginner's delusion and will give a lot of frustration due to the inconsistency of financial mathematical intrigues in order to apply in practice
 
mytarmailS #:

this is just an interesting observation, nothing more

In the picture, the window for calculating stationarity seems too small - how many bars?

 
Aleksey Vyazmikin #:

In the picture, the window for calculating stationarity seems too small - how many bars?

50
 
mytarmailS #:
50

Got it.

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