From theory to practice - page 719
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What has physmath got to do with it ? direct projections of physical laws do not work here. e=mv^2 is not about here, for lack of e,m,v :-)
I have even given direct instructions before - start with the basics, with economics, with pricing... You can make money in the market, but you have to work in it all the time to do so. (nonsense, yes, who would have thought?) There is no universal "market formula", no "unique distribution", no "pikey dictates"...
I like all the topics raised by you and Oleg, with one small nuance - they "do not cling" to reality, they are as if in themselves, for their own sake, hermetic. It's an amusing mind game.
You've looked at returns almost under a quantum microscope looking for a specific distribution - well there must have been a shadow of a thought, by what process, in what way could that distribution be obtained ?
but it didn't happen... you goddamn math theorists, pardon the expression.
"If the facts contradict my theory, so much the worse for the facts." (attributed to Hegel).
Look at what the stochastic is all about. It has nothing to do with statistics, but shows price position relative to max/min on the interval.
It may have nothing to do with statistics. But the crowd is guided by it, looking at the charts and opening-closing trades, thereby filling the course with movement.
"If the facts contradict my theory, so much the worse for the facts. "(attributed to Hegel).
First of all you need facts, and then you can twist them. M. Twain
"Stocked up on popcorn" (C) Internet
It was a trailer.))
Look at what the stochastic is all about. It has nothing to do with statistics, but shows the price position relative to max/min on the interval.
It's Saturday night and the fan is idle. Any suggestions?
It's Saturday night and the fan is idle. Any suggestions?
Stop. And most importantly, don't turn the ignition off until the engine cools down.)
Stop. And, most importantly, don't turn the ignition off until the engine cools down.)
I demand a continuation of the banquet. A little by little will buy a beggar a ticket to Israel.)
The broker has:
- The price array is a buffer which is referred to as a cup. That's where the limits lie (come/go). In general terms, not far from the spread (the place where there is "spreading", the filling is like a parabola with the volume ~ sqrt(x) ). In order for the price to pass X<STOPLEVEL, all the limits along the way must be served. Limits beyond the Stop Level may go up or down in a dynamic way.
- there are streams of market orders to buy/sell at the current price. You can think of the orders as having the same volume, just coming in at different rates, independently of each other. Once in a while (and/or according to the accumulated volume, this is its discipline of service) the broker looks at what has accumulated, makes offsets, and uses the nearest volumes from the cup for what has not been set off. In its internal kitchen broker can use values less than a point, but if the price changes above the threshold TICKSIZE is generated TIC
This is of course simplified :-) there are also market makers who provide liquidity, i.e. they refill the market with limits around the spread and do not let bid-ask go too far apart. And it is better to suppose that there are independent streams with much larger volumes.
enough to draw a pie chart with squares, output your distribution (result of objective measurements) and gradually draw conclusions by refining model/flows/connections/distributions. One day the squares will cease to be totally black and you will be able to trade on the model. And you cannot trade just on any distribution
It is not very clear how market makers work during trends, especially long ones. From what they write about their algorithms, and just from general considerations, it should be quite unprofitable.
If I come to this thread a year from now, I will see that it is still looking for the same grail).
Battered on the variance formula, put the Max - Min spread over 1440 minutes instead of calculating the formula.
Yeah, okay.
I come to the conclusion that the higher the timeframe, the more the math to convert kotir into candlestick noise
Now I would like to shoot a pure tick history somewhere, bids and ask, at least for one day, preferably 5 and separately 4-mark