Russian guides for the RTS - page 10

[Aleksey Mavrin]

prostotrader:

Added

Here, for example, yesterday's 2000 pips throw down, the dollar didn't change much, hence there was info on someone's dividend

2000 RTS points, that's, for a minute, 14.75 * 2000 = 29500 roubles!

Interesting, we should have a closer look. Futures is a good thing, I'm inclined to trade on them, and to hold the shares. If you do not understand completely your idea, it seems that all depends on the fact that with some significant news about divots, or other events, the insiders and those close to them will manage to eat up the most part of movement, will stay behind and pray, although of course we often see the birth of sustainable trends for a few days/months after the news.

By the way, an idea has occurred and I will share it with you - the greater the weight in the index, the greater the impact on the index, so it is believed. But in fact it is more influenced by what is more volatile. Think about how this can be used.

[prostotrader]

If you are interested, you can look at other instruments

double spot_price = SymbolInfoDouble(spot_symbol, SYMBOL_ASK);    //ASK
  double fut_price = SymbolInfoDouble(a_symb, SYMBOL_BID);          //BID

Exactly, you should not take LASTs, but ask and bid - (imitation futures vs spot)

The indicator is in the basement

Added

You can only watch on the real, there is no SPOT on the demo

[prostotrader]

Aleksey Mavrin:

Interesting, we should take a closer look. Futures is a good thing, so I am inclined to plan to trade on them, and to hold the shares themselves. I do not fully understand your idea, it seems that all depends on the fact that with significant news about divas, or other events, insiders and others close to them will manage to eat up most of the movement, will be left to catch up and pray, although of course we often see the birth of stable trends for a few days/months after the news.

By the way, an idea has occurred and I will share it with you - the greater the weight in the index, the greater the impact on the index, it is believed. But in fact it is more influenced by what is more volatile. I would like to think how to use this.

The idea is very simple.

Lay out the dividend indicator for nearby futures (for all available futures from the RTS index table).

It will automatically "pull up" all available futures of that SPOT by looking at which month all futures fall simultaneously on the dividends of

of the major stocks. We select the same RTS futures. We look at the dividend amount, if the amount is less than the usual

pay, RTS will most likely go down, if more, it will go up.

We need to precisely calculate 2 indices.

The first with dividends as is and the second with assumed dividends,

then with high probability it will be clear where the RTS dividend futures are "headed".

Added

Take a look at

The dividend is spread across the 3 futures (usually falling to the 9 futures).

Gazprom has always paid in 9 futures too.

Yes and the amounts will be much higher.

Now imagine what will happen to the RTS Index if they fall out on the 9th futures (as they always do),

then those who have been sitting in the other futures will rush out and sell 9 (the divident futures).

It will drop so much that it won't be worth it.

[Dmi3]

prostotrader:

The idea is very simple.

Lay out a dividend indicator for the nearest futures (for all available futures from the RTS Index table).

It will automatically "pull up" all available futures of that SPOT by looking at which month all futures are simultaneously falling in dividends of

of the major stocks. We select the same RTS futures. We look at the dividend amount, if the amount is less than the usual

pay, RTS will most likely go down, if more, it will go up.

We need to precisely calculate 2 indices.

The first with dividends as is and the second with assumed dividends,

then it will be clear with high probability where the RTS dividend futures are "headed".

Added

Take a look at

The dividend is spread across the 3 futures (usually falling on the 9 futures).

Gazprom has always paid in 9 futures too.

Yes and the amounts would be much higher.

Now imagine what will happen to the RTS Index if they fall out on the 9th futures (as they always do),

then those who have been sitting in the other futures will rush out and sell 9 (the divident futures).

It will come down hard.

All 430 GAZR-9.21 contracts will rush out? Oh, my God! That's a market crash, as much as 9 million rubles in nominal value of the contract.

Before you write nonsense, at least look at the information available on the MICEX site:https://www.moex.com/ru/contract.aspx?code=GAZR-9.21.

There are 1.5 gimpy dividend catchers like you at the stock exchange, this tactic does not make the weather.

To appreciate how the mechanism of abruptly changing information on payout timing works, it is enough to look closely at the case of Sber's dividend rollover last year from the SBRF-6.20 contract, if memory serves me correctly, to the unknown. How quickly the futures were moved and what happened to BA, the index and Sbera's other calendar futures :)

[prostotrader]

Dmi3:

Will all 430 GAZR-9.21 contracts rush out? Oh horror! It's a market crash, as much as 9 million roubles in nominal value of the contract.

Before you write nonsense, at least look at the available information on the MICEX website:https://www.moex.com/ru/contract.aspx?code=GAZR-9.21

There are 1.5 gimpy dividend catchers like you at the stock exchange, this tactic does not make the weather.

To appreciate how the mechanism of abruptly changing information on payout timing works, it is enough to look closely at the case of Sber's dividend rollover last year from the SBRF-6.20 contract, if memory serves me correctly, to the unknown. How quickly the futures were moved, what happened to BA, the index and Sbera's other calendar futures in the process :)

Is there anything wrong with your head?

What 430 contracts?

There are only 4 of them in force.

Thank you all, there doesn't seem to be any constructiveness.

[Dmi3]

prostotrader:

Is there nothing wrong with your head?

What 430 contracts?

There are only four contracts in force.

Thank you all, there doesn't seem to be any constructive discussion.

In this community there is no constructive, there never was and there never will be.

But you can learn how to mine bitcoins or how not to find the grail in Forex.

And most importantly, you can look for something interesting in coding :)

[Valeriy Yastremskiy]

Aleksey Mavrin:

The methodology states that the calculation is every 15 seconds, but in fact it was changed to 1 second. And what prices are taken for the instruments at the time of calculation is described in section 3.

What other point of view of the compilers? Do they choose in which millisecond of the current second to take the price?)))

I don't understand what they meant to say. The prices of the last trade depending on .... I think that's what it says.

Every calculation has an author - the compiler of the calculation. And there are a lot of calculations of real and fair share prices and they are based on different data. By the way, you can compare how share prices are calculated for other indexes.

Obviously I have a poor grasp of the language))) I do not always get my message across correctly.)

prostotrader:

You probably did not understand the idea itself.

The point is not the difference between the real price and the settlement price, but how different the real price is from the CURRENT settlement price.

Exactly the current settlement price. Because market participants form the real price according to their own data and criteria.

But there is a fair price, which depends on the amount (of money) and timing of dividends, which leads to a sharp trend,

if one of these parameters changes. And this fair price can be calculated (just like everything else on the Exchange),

based on past dividend data and analysts' forecasts. That is, with a high probability to know in advance

trend direction. But to calculate it all, you need to learn how to accurately calculate the RTS Index.

I agree. We have different terminology apparently. Real = Fair. We understand closely. There are three prices, quoted on the stock exchange, estimated (the one you got in the calculation) for the index and real fair.

Added.

And thisfair price can be calculated (like everything on the Exchange), based on past dividend data and analysts' forecasts.

But I don't agree with that. This is only on the assumption that all is well in the organisation and nothing is changing around. Nokia is in Collins' top 100 companies... and where are nokia and motorolla?

[diman1982]

prostotrader:

Is there nothing wrong with your head?

What 430 contracts?

There are only four contracts in force.

Thank you all, there doesn't seem to be any constructiveness.

He doesn't understand you. He is thinking about the open positions at the moment on 9.21 gazprom futures