FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 11

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Maxim Dmitrievsky:
what are the volumes, how many contracts? and what is the volume of forex trading?
Maxim, I have a feeling that we're discussing different subjects. If you take the medium term period of two or three months, then those volumes of futures may mean a lot, especially before expiration ... If you catch the moment when large volume is thrown to the market, it's possible to catch 500 pips with a stop of 20-30.
 
Anton Govorukhin:
Maxim, it feels like we are talking about different things. I can clearly say that if you take a medium-term period of two or three months, then those volumes that pass on the futures may tell a lot, especially before expiration... If you catch the moment when large volume is thrown to the market, it's possible to catch 500 points with a stop of 20-30 points.
I understand, but the question is whether the tail wags the tail or the dog wags the tail. At the same time on the Moscow exchange the volumes of the same futures market will be 1000 times less than on the CME, for example depending on the capacity of this particular futures market. Does this mean that the futures market affects the spot market? No, the market maker works, it just adjusts prices. Plus the hft is still in place and that's what they do.
 
Renat Akhtyamov:

So the volume of buying/selling is not a basis for forecasting?

Well, if there was no buying of the euro, then let's say there was. And what will happen to the price - will it fall or rise?

If there was a purchase and an increase in interest. That is, the injection of new money into the market in the form of bids. In about 20% of course there is a sharp downward impulse, throwing in a large volume of return and absorption of bids put a counter-iceberg.... bite and a move downwards... If this does not happen, the market moves upwards and this happens until a counter offer is met.....
 
Anton Govorukhin:
If there was a purchase and an increase in interest. That is, new money is injected into the market in the form of bids, then 80% growth is ensured. In about 20% of course there is a sharp impulse downward throwing in a large volume of return and absorption of bids expose the counter iceberg.... bite and a move downwards... If this does not happen then the market moves up and this happens until it meets a counter offer.....
Thank you!
 
Maxim Dmitrievsky:
I understand, but the question is whether the dog is wagging its tail or the tail is wagging its tail. At the same time on the Moscow exchange the same futures market will have volumes 1000 times smaller than on the CME, for example, depending on the capacity of this particular futures market. Does this mean that the futures market affects the spot market? No, the market maker works, it just adjusts prices. Plus the hft does not cancel it, which is what they do.
The futures have an expiration date. This is what both attracts and frightens markers in the market... Basically the market reacts to the futures volume But if a crisis occurs in the world (a rough example) the central banks come into play
 
Yousufkhodja Sultonov:
Thanks for the invitation, will definitely participate. There are some sketches in that regard.

Yusuf! Hi! Are you still alive in the market or what...? ??? :-)

Haven't been around with the moves in a while...

There is someone to ask and someone to talk to...

 

The rods are stacked, which is depressing. Apologies, econometricians, for writing here...

Unfolding.... I'll be interested...

 
Roman Shiredchenko:

The rods are stacked, which is depressing. Apologies, econometricians, for writing here...

Unfolding.... I'll be interested...

Roman, hi!

It's OK, because it's theory and practice...

© new-rena

 
Renat Akhtyamov:

Roman, hi!

It's OK, as there's theory and practice...

© new-rena

OOO!!!! Hi. Yeah, I've been moving around here.... What's the deal with the tumblr pulse... ??? stalled? I'll find it later .... just can't seem to get a scalp yet... haven't had the time... going...

I'm in the market...

 
Renat Akhtyamov:

Roman, hi!

It's OK, as there's theory and practice...

© new-rena

Needs research - most interesting.... There are three parts in the code there.... studying...
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