Machine learning in trading: theory, models, practice and algo-trading - page 2865
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Well, the delta on the chart is for an extremely small fraction of market participants
There's a mistake in your reasoning, I think.
If there are 200,000 traders in the eurodollar ...
How many traders do I have to watch to understand what 200k traders are doing?
I think 10k will be enough, knowing what 10k do we can understand what 200k do, the law of large numbers, they are from the same distribution,
and it doesn't matter whether these 10k influence the market or not, whether they bring them to the market or not, the main thing here is what they think about the market, because everyone reads the same books, draws the same trend lines, indicators, news, etc....
It's like with a new vaccine, you don't need to vaccinate the whole planet to check the side effects, a representative sample of at most tens of thousands of subjects is enough.
We have
9 DCs, each with thousands of clients, 9 DCs * thousands isn't enough?
.
I didn't find anything about suppliers)))
I can't find anything about suppliers))))
9 DCs, each with thousands of clients, 9 DCs * thousands is not enough?
There is no data in free access for normal estimation. First, it would be good to group large, medium and small deals, taking into account the number of their executors. So it is true, the sample will never give 100% error and most likely can be relevant, but without understanding who where how many and how much the sample corresponds to the real data ... we can only assume that the error will be within reason.)
Seek and ye shall find
It's early.) The day after tomorrow. )))). Well, happy holidays. from us.)
It's early.) The day after tomorrow )))) Well, Happy New Year. there from us))))
More than a year ago I gave you a link, I think they have City bank, I may be wrong with the name. I won't look on my phone. Thank you.
There are a lot of changes there, don't look.))))))))) Most likely not published, I think it should be on this page. Have a nice holiday)))))))))))))))))))))))))))))))
There are a lot of changes, don't look for them.)))))))) Probably not published, I think it should be on this page. Have a nice celebration.)
It's just an introductory informal, there'll be more later. The main thing is to survive.
And don't get sick)))) Good luck))))
There's an error in your judgement here, I think.
If there are 200k traders on the eurodollar ...
How many traders do I have to watch to understand what 200k traders are doing?
I think that 10k will be enough, knowing what 10k do we can understand what 200k do, the law of large numbers, they are from the same distribution,
and it doesn't matter whether these 10k influence the market or not, whether they bring them to the market or not, the main thing is what they think about the market, because everyone reads the same books, draws the same trend lines, indicators, news, etc....
It's like with a new vaccine, you don't need to vaccinate the whole planet to check the side effects, a representative sample of at most tens of thousands of subjects is enough.
We have
9 DCs, each with thousands of clients, 9 DCs * thousands isn't enough?
It will work, but only if there is no bias in the sample. And as Maxim and I say - any information from DCs should be taken critically.
I will try to describe in detail what I perceive as delta in my speculations.
1) Delta should be considered only for all deals made on the market. It is wrong and impossible to count it by intentions (by limiters, for example).
2) Formally, such a delta is always equal to zero, because there are exactly two parties with the same volume in each transaction.
3) But! It is assumed that market participants are divided into two unequal (with respect to market organisers) parties. Let's call them speculators and MM (market makers). Each of them has its own delta, which in total are equal to zero. It does not matter which of these two deltas to consider, as they differ only in sign. Let it be the delta of speculators.
4) Because of the alleged collusion between MM and the market maker, the price is more likely to move against this delta in favour of MM.
What is the relation between this delta of mine and the one drawn by DC, is not quite clear to me. It can be assumed that there is practically none, and they draw something based on the price for advertising purposes. There is no risk for them, as it does not give any additional information.
But, most likely, the reality is much more complicated than any possible assumption we can make on this topic.