[Trader's Handbook] Draft articles, "out of pocket" discussions - page 12
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Dogs bark and the caravan moves, never mind.
Those who don't say anything are much more careful about what you write.
If you need likes, you can re-login the entire boom box again.
I have personally read everything and, moreover, have searched the internet for every question.
So the topic is in the resonance.
You just don't want to soil the forum when you have nothing to say.
Therefore, many people simply read, and besides the theme will remain on the forum and it will be read after years, and barking in the comments will drown in a week (by the way so Sergeev and started a topic for discussion, so as not to pollute the main base).
Forum on trading, automated trading systems and trading strategy testing
Traders Guide: Orders, Prices, Deposits, Funds, Currencies
hrenfx, 2013.06.04 22:30
Quants.Quants are usually educated people with an analytical mindset. Unfortunately, it happens in life that a good education, mastery of the exact sciences, etc., is not sufficient for success. The more effort you put into studying something, the more importance is usually attached to it. There are a huge number of mediocre individuals among scientists who do quite well in the career traits of their profession. These include publishing in journals, attending summits, giving lectures etc. One of the near-scientific themes is a comprehensive study of near-trade activities. Everything is done the way it has been taught. That is to say, they apply the mathematical apparatus, build associations with physics, create various market models, etc. Such scientists are called quants. A huge proportion of them are careerists. But there are exceptions, as in any business.
Co-integration.
Various quantum heresies can be put in place, giving the term cointegration clear mathematical definitions. But all this has little to do with trading practice. A simple explanation of cointegration is possible. Imagine you have many trading symbols. If there is a possibility (quantity of each symbol) to buy/sell these symbols in such a way that profit fluctuates near some not strongly varying value, then such symbols are cointegrated. It is, of course, very childish, but it gets the point across by 90%. This combination of symbols is called a cointegrated portfolio. A classic example of such a portfolio: an asset and a futures on it.
Arbitrage.
Any portfolio has Bid and Ask prices. Moreover, it has its own Level2 (it is easily calculated from Level2 symbols included in it). If there is an opportunity for the cointegrated portfolio to make a trade so as to make a positive profit after it is closed, it is called arbitrage. Such a cointegrated portfolio itself is called an arbitrage portfolio (I just made that up).
The lower the trading costs (quality of execution, commissions), the more chance a cointegrated portfolio has of becoming arbitrage.
I don't want to annoy anyone, but can someone studying the subject carefully briefly explain the difference between Arbitrage, Neutral, Beta-Netral and Gamma-Neutral portfolios?
I don't want to annoy anyone, but could someone studying the topic carefully briefly explain the difference between Arbitrage, Neutral, Beta-Netral and Gamma-Neutral portfolios?
These are terms from options trading.
You can read briefly here (it's the first link that googled it).
Forum on trading, automated trading systems and trading strategy testing
Traders Guide: Orders, Prices, Deposits, Funds, Currencies
sergeev, 2013.05.30 06:11
Market maker
There may be two (or possibly more) market makers for an instrument
"According to the FSFM, securities of foreign exchange-traded investment funds (Exchange traded funds) may be admitted to trading on a Russian stock exchange provided that at least two bidders have assumed the obligations of a market maker for the securities under an agreement with that exchange."
http://ria.ru/economy/20100125/206199529.html
I have not found this clarification in the law itself, but it may be in the supplementary documents to the law.
***
Forum on trading, automated trading systems and testing trading strategies.
Traders Guide: Orders, Prices, Deposits, Funds, Currencies
sergeev, 2013.06.04 08:31
Classification of FOREX brokers
Let's recap....
Market makers- "make money" from their clients' losses. If you trade successfully, such dealing desks may close access to the platform on which you make successful trades.
Probably a Market Maker Broker in the sense of a working scheme.
Market maker in general, as a participant in trading, cannot close access to the marketplace.
yes. but i didn't put it in quotes because when we talk about a scheme of work, that's what it's called. there's no other concept.
Forum on trading, automated trading systems and trading strategy testing
Traders Guide: Orders, Prices, Deposits, Funds, Currencies
hrenfx, 2013.06.04 22:30
Arbitrage.
Any portfolio has Bid and Ask prices. Moreover, it has its own Level2 (it is easy to calculate from Level2 symbols included in it). If there is an opportunity for the cointegrated portfolio to make a trade so as to make a positive profit after it is closed, this opportunity is called arbitrage. Such a cointegrated portfolio itself is called an arbitrage portfolio (I just made that up).
The lower the trading costs (quality of execution, commissions), the more chance a cointegrated portfolio has of becoming arbitrage.
I think the concept of arbitrage is much broader than what you have in your definition.
Arbitrage
Let's say: buying in one market moving assets to another market and selling in the market at a knowingly higher price, do I consider this to be arbitrage as well, or am I wrong?
The definition, of course, was made up by me. But it is universal, i.e. in particular it includes the cases described on the wiki. You just have to think about it. Perhaps someone can clarify it.
I understood him.
If you don't mind giving a definition of a portfolio,
i.e. what do you call a portfolio? (I have my own idea of it, I want to see if I understand it that way ))
A portfolio is information containing the (mutual) direction and quantity of each symbol in it. Accordingly, a portfolio can be traded at a high level.
P.S. I recommend after reading the posts to read some more posts from arbitrageurs.ru. Perhaps they can complement or give a clearer picture of the picture.
Those who don't say anything are much more careful about what you write.
+