Discussion of high-frequency trading on MT5 - page 67

 
Risk:

Risk, why can't you live without insulting people you've been here with for a long time ?

I told you to behave within decent boundaries and not to be backstabbing.

 
gunia:

Just found it by accident.

If anyone is interested...

gunia, the article you showed is an advertisement, there is an advertisement for a broker and referral links in the text.

It is forbidden to publish such posts on this resource.

 
gunia:

Well, my family used to say the same thing to me, but knowing what an academic environment was like (my parents were university professors at the time), I knew for sure that I would not fit in there. Such a concept as "career" is alien to me. Road to scientific recognition, in an academic environment, ornate and not easy, and the result is to put it mildly depressing. I've been always engaged in what interests me, and quickly penetrated into the subtleties, but as quickly caught fire with something, just as quickly and faded, when all the "interest" in the form of an algorithmic component and the ceiling of profitability exhausted.

As I see it in trading, "algorithmic space" and profitability has no boundaries, I hope I will settle here for a long time)))

...

The main thing here is honest, the only indicator is the deposit size and the percentage return per unit time.

What does trading have to do with it if you were studying at about the same time as me... if not earlier.

One more thing:

When all the "interest" in the form of the algorithmic component and the profitability ceiling was exhausted.
Wow, how quickly you made the decision to be "interesting". Any examples?
 
Mathemat:

Wow, how quickly you decided on "interesting". Examples, please.

It's difficult to define it formally. Logical elegance is probably the criterion for "interesting". Certainly not a conscious "decision". If you are familiar with GR then you know how elegantly it derives from the principle of equivalence of the gravitational field and acceleration of a body without gravity. But the mathematical formalisation is non-trivial. It is essentially secondary, if the equivalence assumption were not conscious, then the various "non-Euclidean" mathematical models would be only abstractions.

Also with Quantum Mechanics, the idea of quantitative measure of indeterminacy and corpuscular-wave duality, I was attracted in such things not by practical necessity, but by structural beauty, so to speak.

And I have my own ways of assimilating structures into the brain as well)) It's like the analogy of those who can memorise vast amounts of data by associating them with everyday objects in some imaginary space.

I don't memorise formulas at first, the alphabet, instructions, axioms... But the algorithm purely structurally, associating it with everything I can associate it with. And when the fire of understanding lights up, problems are solved like seeds, because you know immediately where to look for the solution.

By "exhausting the interest of the structural component" I do not mean all possible options, all tasks on the topic. It rather unconsciously comes and goes, like love. It's just that some structure no longer elicits in the brain that response that it did in the beginning. If you imagine the whole structure as a tree, then the root, the trunk, the big branches and selectively a couple of chains to individual leaves are of interest. All the paths to each leaf are not of interest.

Well and what concerns work, there all much more prosaic, and "interest" was basically in the income. Stuck at the ceiling of income by speciality and lost interest.

P.S/ Honestly I don't think I understood you correctly, what you wanted to know....

I apologise for the offtop.

sergeev:

gunia, the article you showed is an advertisement, there is an advertisement for a broker and referral links in the text.

It is forbidden to publish such posts on this resource.

I'm sorry.

 

A clever man once said - a thousand wise men will say that something cannot be done, but one fool will come along and show how it can be done.

 
Heroix:

Can you outline these five proposals here?

In general, what are the most potential approaches from your point of view?

As always, predictable questions :) I'm not going to tell the essence of the strategies, because it's tantamount to giving money to a random person.

As for approaches - for me personally the most useful are: the shape of stack at the current moment of time and some statistical characteristics of deal flow - volume distribution, intensity of deals, ... I won't say more details too, for the reasons mentioned above.

I can also add that if your HFT algorithm is not arbitrage and almost all of your orders are at best prices - you are most likely giving money to someone (really or potentially) because you underestimate the risks, less likely you have a very good strategy and infrastructure. Known to be similar in nature:https://en.wikipedia.org/wiki/Winner's_curse

 
anonymous:

As always, predictable questions :)I'm not going to tell the essence of strategies, because it's the same as giving money to a random person.

As for the approaches - for me personally the most useful are: the shape of stack at the current time and some statistical characteristics of deal flow - volume distribution, intensity of deals, etc. I won't say more details either for the reasons mentioned above.

I can also add, , that if your HFT algorithm is not arbitrage and almost all of your orders are at best prices - you most probably give money to someone (really or potentially), because you underestimate the risks; less likely you have a very good strategy and infrastructure. Known to be similar in nature:https://en.wikipedia.org/wiki/Winner's_curse

Translation:

1. I don't have any strategies

2. I have heard something about arbitrage, but have never done it myself.

 
anonymous:

форма стакана в текущий момент времени и некоторые статистические характеристики потока сделок - распределение объемов, интенсивность, ...

The invention of the bicycle, all over again.
 
ProstoTak:
Reinventing the wheel, all over again.

Is this the third time you've changed your message? :) There's no need to invent something groundbreaking if everything works as it is.

p.s. I've been doing it for three or four years.

Risk:

Are you intending to make roundtrips? Are you satisfied with your dignity? How are you with cgate, are you mastering it? :)

 
anonymous:

How's the cgate working out for you? :)

I feel I will have to, anything over 20-30ms is an investor.