Randomness of price values - page 6
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No way, it's different.
there was a moment in the thread when the author, in the heat of an argument with someone, posted a live stream of his trade, like look at me... and there was a naim running around.
p.s. forgive me god, sometimes I like to gossip.
There was a moment in the thread when the avtara, in the pool of an argument with someone, posted a steat of his trade, like look how I am... and there was a naim runner.
I do not know, this "ran" constantly the next day deleted his posts, then wrote to me in person and asked what I would delete theirs in which there are his quotes, fed up, once in a few weeks asked .
No, they are very different alcoholics, the "run" novice, and this one is on the way
A) The topic has been dumped - I don't think we can have a serious conversation
B) Gossip is shameful
Tantrik, I cannot agree with you completely. It is the big players who have the right to move the price of FOREX - so they move it. Every day they move it many times - that is the turnover of trillions of dollars. About the "buy in the spring, and sell on the new year" and "work during the day to serve customers" - the world does not have so much money that all the major FOREX players were working under such a scheme. The entire world GDP is no more than $70 trillion and there is no more than $35 trillion in cash.
A) The topic has been dumped - I don't think we can have a serious conversation
B) Gossip is shameful
What happened to your head in your avatar?
A) The topic has been dumped - I don't think we can have a serious conversation
B) Gossip is shameful
No more, I'm sorry, it's an interesting topic you raised.
Talked to US hedge fund strategists...
The server racks are at the exchange "behind the wall". Completely own software, which is written in C++ under CentOS. Speed is everything.
Own strategy tester not just on tick data history, but on the history of Level2-stock changes on thousands of financial instruments.
The entire NYSE+NASDAQ is traded. Portfolio > $1 bn. Market-neutral where possible, i.e. no difference in how the market behaves.
Commission is negative. I.e. if they limit opened and limit closed at the same price, they are on the plus side - the exchange pays them extra. Because they create more liquidity.
All strategies are (a lot) intraday. Positions are not transferred to the next day. Strategies are fully automatic. Some strategies are based on analysis of changes in the bids of the nearest price levels. Most of the strategies belong to high-frequency type - High-Frequency Trading.
No analysis of quantized in time price BPs. For example, timeframe BPs. No indicators.
No financial people among developers. Exceptionally excellent mathematicians (Ph.D. and postdoctoral) with perfect programming experience.
Complete conviction that the price behaves randomly. And there is no way to predict it for more than a day. Other examples are considered as luck and chance.
An operation without the use of insiders. But unspoken features of price formation on exchanges are used.
Daily completely closed in-house discussions of new strategy ideas.
Sometimes sincere regrets about traders' misconceptions on the forums, and their complete lack of understanding of what they are dealing with.
There is a perception that strategies should not contain very complicated mathematics. Maximum complexity at the level of covariance matrices. Sceptical, as practitioners, of the results of probability theory and those close to it.
Adequately and with interest to fresh and interesting in their opinion ideas. Willing to cooperate.