Market model: constant throughput
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No one will appreciate the creativity. Not only that, but there will be questions like: "What's the point of it all, what's the relevance of solving the "About a salesman" problem directly to FX?"
Maximum that can be done for the people is to help the newcomers here, which, in fact, and would correspond to the theme of the forum and would not be considered as flood (90% of the content of all threads is flood that has nothing to do with the subject of the forum). But even there , it's often "not a load on your shoulders".
Why do you need this educational activity? - the question is rhetorical.
No one will appreciate the creativity. Not only that, but there will be questions like: "What's the point of it all, what's the relevance of solving the "About a salesman" problem directly to FX?"
Maximum that can be done for the people is to help the newcomers here, which, in fact, and would correspond to the theme of the forum and would not be considered as flood (90% of the content of all threads is flood that has nothing to do with the subject of the forum). But even there are often "not for nothing".
Why do you cut your dough quietly, why do you need this educational activities? - The question is rhetorical.
No one will appreciate the creativity. Not only that, but there will be questions like: "What's the point of it all, what's the relevance of solving the "About a salesman" problem directly to FX?"
Maximum that can be done for the people is to help the newcomers here, which, in fact, and would correspond to the theme of the forum and would not be considered as flood (90% of the content of all threads is flood that has nothing to do with the subject of the forum). But even there are often "not for nothing".
Why do you cut your dough quietly, why do you need this educational activities? - The question is rhetorical.
Why do you undermine the constructive mood? The man writes interesting and informative, expresses his ideas, thoughts ... In general, he is good, and you are all - "But why, but why". Or do you have nothing else to say? Saneyek, in my opinion, opens any thread and without reading it asks, "What's it all about?"
Why are you undermining the constructive mood? The man writes in an interesting and informative way, expresses his ideas, considerations... In general, he is good, and you are all - "but why, but why". Or do you have nothing else to say? Saneech, in my opinion, opens any thread and without reading it asks: "What's it all about?"
Of course, I understand that the man writes well, let him write so that others could understand him, he has a dry text, I understand that he is clever and probably well aware of the correlations of currency pairs, has done a lot of research in this area and will probably soon receive a Nobel Prize for his research, but how does he apply his knowledge and findings in practice, why all his efforts, is there any practical sense from all this?
Even if the market is closed, even if it is not, what good will it do?
ZS: I think he has an arbitrage advisor in his code base, a lot of work has been done, the code is almost a kilometre long, but the profit is not coming). What is the point of all this?
Of course, I understand that the man writes well, let him write so that others could understand him, he has a dry text, I understand that he is clever and probably well aware of the correlations of currency pairs, has done a lot of research in this area and will probably soon receive a Nobel Prize for his research, but how does he apply his knowledge and findings in practice, why all his efforts, is there any practical sense from all this?
Even if the market is closed, even if it is not, what good will it do?
ZS: I think he has in his code base arbitrage advisor lying, a lot of work done, the code is almost a kilometre, but the profit does not come ). What is all this about?
he may not, that's not the point, the benefit is that his insights can "give" you a profit, or enrich you with an idea
Information is a set of bits that cannot be compressed in any way to transmit.
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Information is a set of bits that cannot be compressed in any way to transmit.
It is assumed that the market, as a relatively closed system, generates a constant (or slowly changing) amount of information per unit time.
What does this mean?
Market data is anything that can be obtained from the market. The simplest is prices.
Let the unit of time be Time. It is assumed that always in Time the amount of information in the market is N. It is simpler:
We have collected during Time the data from the market. We compress it to maximum (it's impossible to compress it more), thus getting a set of incompressible bits - it is the information the amount of which is constant(N) for the time unit Time.
Compressing as much as possible is a theory. There are a lot of compression algorithms. The stronger the compression algorithm, the closer it is able to estimate the amount of information contained in the available data. I.e. we cannot exactly determine the amount of information, but we can estimate it.
How to use this model for trading is described here.
Verification of adequacy of the model is not very difficult. It is sufficient to have a large amount of historical market data. Take a sliding window of Time size. And for each position of the window, perform compression (algorithms can be different) obtaining the number of bits. As the result we will obtain BP of information amount estimate. All that remains is to analyze this BP and draw appropriate conclusions.