Machine learning in trading: theory, models, practice and algo-trading - page 2823

 
  1. how well we understand the contributing factors;
  2. how much data is available;
  3. how similar the future is to the past;
  4. whether predictions can affect what we are trying to predict.

Renat Akhtyamov #:

ha, interesting !

1. let's say 5

2. all

3. copy

4. none

1. well, here we need to define the measure, what/how to measure understanding? as long as there is no definition, it's blah blah....

2. not everything, there is only price, it's not everything, it's rather nothing, and where for example is the demand for the whole currency by all banks, the number of open positions by all brokers and many more fundamental indicators that are the market engines

3. the future does not repeat the past at all, otherwise any pattern trading would work.

4. can, if everyone is sure in growth, then the market for some reason falls, because there is a counter agent who stands on the opposite side of the deal. So the forecast affects.

 
mytarmailS #:

1. Well, we need to define the measure, what/how to measure understanding? Until there is no definition, it's blah blah.....

2. not everything, there is only price, it's not everything, it's rather nothing, and where for example is the demand for the whole currency by all banks, the number of open positions by all brokers and many more fundamental indicators that are the market engines

3. the future does not repeat the past at all, otherwise any pattern trading would work.

4. can, if everyone is sure in growth, then the market falls for some reason, because there is a counter agent who stands on the opposite side of the deal. So the forecast affects.

It seemed to me that point 4 asks that if I have a forecast, will it affect the price movement?

i.e. I forecast the price growth, open a buy and enjoy the growth ;))))))

I liked your answer too

In the answer there is in turn a question.

let's answer it, because it's a good question.

So for example, why does the price fall if you open a buy?

---

let's say two participants start trading in the market with equal volumes.

one wants to buy cheap, let's say for 2 cents.

the other wants to sell at 10 cents.

consensus (10*1+2*1)/(1+1)=6 (market price).

having calculated the financial result of the transaction for each of these two participants, we realise that the conclusion is obvious:

the price went against them, because in order to reach an agreement, each of them has to concede 4 ue to the other.

It's exactly the same algorithm for calculating the market price in any financial market.

and the cheaper you want to buy or the more expensive you want to sell, the bigger the loss.

So, logically, the price will stop if everyone's greed subsides.

it is also absolutely obvious that when the price rises, the number of sellers and their unclosed deals increases, and they also move the price up against themselves.

 
Renat Akhtyamov #:


the answer in turn begs the question

let's answer it, because it's a good question.

I mean, for example, why does the price fall if a buy is open?

Because the counter agent has a short on your buy and his take profit is your stop, this is if you look from the position if there are only two players on the market.

Renat Akhtyamov #:


let's say two participants start trading on the market with equal volumes.

one wants to buy cheaper, let's say for 2 ue

the other wants to sell at 10 ue

consensus (10*1+2*1)/(1+1)=6 (market price)

Having calculated the financial result of the transaction for each of these two participants, we realise that the conclusion is obvious:

the price went against them, because in order to reach an agreement, each of them has to concede 4 ue to the other.

absolutely exactly the same algorithm for calculating the market price on any financial market

I don't think it's a working model, at least not intraday. Few people orientate on the absolute price, a trader can scalp for years and not know the price of an instrument, even though it is in front of his eyes.

 
mytarmailS #:

because the counter agent has an open short on your buy and his take profit is your stop, this is if you look from the position if there are only two players on the market.

I don't think this is a working model, at least not intraday. Few people focus on the absolute price, a trader can scalp for years and not know the price of an instrument, even if it is in front of his eyes.

understanding this model, not everyone has the courage to trade on a plummer.

 
Как устроены маркетмейкеры? Михаил Филиппов (MarketMaking.pro). Angel Talks #95
Как устроены маркетмейкеры? Михаил Филиппов (MarketMaking.pro). Angel Talks #95
  • 2022.07.01
  • www.youtube.com
О маркетмейкерах ходят легенды. Их периодически обвиняют в манипулировании рынком, ими пугают нерадивых хомячков, а трейдеры их винят в своих провалах.А меж...
 
mytarmailS #:
h ttps:// www.youtube.com/watch?v=R0KfNLRXbv8

Honestly answered - do MMs, exchanges, and whales shave hamsters by 1:17:53

 
elibrarius #:

Honestly answered - do MMs, exchanges, and whales shave hamsters by 1:17:53

It's just like I said years ago, "the stock market beats everyone."


PS I don't know why the video starts in the middle, but you should watch it first.

 
mytarmailS #:

It's like I said years ago, "the stock market beats everyone."


PS I don't know why the video starts in the middle, but you have to watch it first.

I put the time of the right moment I'm talking about. If you don't put the time, it'll be at the beginning.

Update: No. In the NTML code, the time has been removed (apparently by the editor). So it's from where you last looked.

 
elibrarius #:
It's me timing the right moment I'm talking about. If you don't set the time, it'll go back to the beginning.

I don't know how it works, with my time it opened in the first 30 minutes.

 

"google what a kiwi is" "leveraged 300k and bumped the exchange rate by 10%" 😁 😁

so you opened up 3 lots and bumped the national market, nuh-uh.

Slang names of currencies like chif, cable, kiwi, ossi - you could do it.

Further Andersen's fairy tales you can not listen to.

The lower left corner (with an antenna on his head for communication with space) did not answer any question. The rest are info-tsygans.
Reason: