Machine learning in trading: theory, models, practice and algo-trading - page 2890

 
mytarmailS #:

They can buy anywhere, that's not what we're talking about....

And the conversation is about the fact that structures with a global understanding of the situation with a staff of analysts, with unlimited financial reserves - make a decision on the mashka, on the mashka KARL!!! :)))

that's one!

It's simple, the Central Bank sets a goal - to ensure the inflation rate, let's say 4%, inflation is influenced by a number of indicators, including the value of money and the exchange rate of the national currency. The cost of money is regulated through the interest rate and liquidity instruments, and the national currency exchange rate is regulated in case of strong unjustified deviations. But this reasonableness has to be calculated, and this is where all sorts of averages and their deviations come to the rescue. They just have a market model that they can influence to achieve their inflation target. There are also obligations to sell/buy currency on behalf of the Ministry of Finance. But I don't know if the Ministry of Finance gives orders for execution without any specific price and timeframe or if these orders contain any specific figures other than volume, not a range (e.g. to buy dollars in the next 3 days).

mytarmailS #:

and dwas!

Now we need to come down to earth a bit and realise that we are trading intraday, at the 5th decimal place. Inside a day candle and even inside a week candle there is purely speculative population, no bank reacts to this noise, fluctuations, there is nothing to react to....

Once again, our TF is a 5-sign, the banks' TFs are

Count the number of decimal places, that's the TF of the Central Bank and banks.


And to think that the euro rose by 50 pips intraday is because of Central Bank? Because of Mashka? Well, that's more than ridiculous.


No offence to anyone, but just think about it and you'll understand.

Well look, the CBR states that currency transactions that do not serve to support the exchange rate are done in such a way that they do not affect the free pricing of the exchange rate. I think that such trading requires them to spread the order, and not to put 100000 lots in the glass. Therefore, they have to determine where it is more convenient to carry out volumetric operations, for example, to slow down the trend a little or to create the level from which to start selling/buying.

 
Aleksey Vyazmikin #:

Well, I would probably not move matstat away from technical analysis, technical analysis is more a visualisation of mat analysis. Whether technical analysis is justified is not important, but what is important is that it serves for decision making in different banks, mutual funds and funds, as people are taught it and these people with specialised education go to work there, and they should justify their actions clearly for external users.

There are justified levels - for example, trading limits, when reaching which the trading session stops, then option strikes. In the Russian Federation, there is also a budget rule for buying/selling currency, which is implemented relative to the oil price. There are probably levels at which the Central Bank considers the exchange rate unreasonable and is ready to interfere in trading, which they announce on their website. There are natural levels, when a large participant shorted a paper under REPO and now does not want to get into a loss and protects the position.... there's a lot of things.

By the way, who calculates volatility in their indicators as the Central Bank? :)

And yes, I read that the Central Bank of Russia uses IMF methodologies.

At the specialities they teach technical analysis, according to the plan they spend 3 hours of time, as technical analysis is very close to guessing at coffee grounds. The remaining 5997 hours of the curriculum are spent on other disciplines.

 
Aleksey Vyazmikin #:

It's simple, the Central Bank's goal is to ensure the inflation rate....

None of this is going to help you in trading.

It is necessary for people who want to predict the trend for a year, and we are trading in 5 digits.

 
СанСаныч Фоменко #:

Technical analysis is taught in the specialised disciplines, according to the plan it takes 3 hours of time, as technical analysis is very close to guessing at coffee grounds. The remaining 5997 hours of the curriculum are spent on other disciplines.

Probably it depends on the curriculum, the first institute offers such knowledge in 81 hours.

And here are the questions for the exam for an applicant for a qualified investor (FFMS 1.0) from the Central Bank of the Russian Federation Topic 8.1. Technical Analysis (p. 135).

An example of a question is shown in the figure


 
mytarmailS #:

None of this is going to help you in the trade.

It's for people who want to predict the trend for a year, and we're trading in 5 digits.

If we can expect interventions from the Central Bank, we can be bolder to catch the trend reversal. And regular sales on behalf of the Ministry of Finance are obviously carried out according to some algorithm with the use of technical analysis - we can try to identify it. Besides, if there should be deals according to the budget rule, but there are none, it is also an indicator of expectation of certain behaviour of the Central Bank in the nearest future - we can trade technical strategy, peculiar to the Central Bank.

 
Aleksey Vyazmikin #:

If we can expect intervention from the Central Bank.

Well, you better believe it.
 

my trading over the last 3 days on the Jew.


and I don't need any C.B.I.

 
mytarmailS #:
Well, you better believe it.

The problem is how to get the intervention and sales data into the MoD. And maybe something else significant. The cuts should be better.)

 
mytarmailS #:
Well, you have to believe in it.

What does faith have to do with calculation? If the Central Bank's model is known, it is clear where the interventions will be. How to know/reproduce the model is another question.

 
Valeriy Yastremskiy #:

The problem is how to put the data on interventions and sales into the MO. And maybe something else significant. The cuts should be better.)

It's not a problem to put it in, it's a problem to get the MO to understand what you put in it...

What's the point of trading intraday and using data that is updated once a week at best?

That's nonsense.

Reason: