Machine learning in trading: theory, models, practice and algo-trading - page 2472
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I'm sorry if I offended you, I didn't mean it.
It's not because I don't respect you, it's the opposite.
That's why you are studying Sentiment, thinking that it will move you something - the latest posts on the thread show dreamers to join Sentiment and offended by moments when the market goes against them...the market maker has already put everything into the Prices (and his own losses and his own profits and a shortage of sweaters with reindeer in the market, etc.), but not into the sanction (the sanction simply created this shortage itself, having sold out all the reindeer sweaters and not produced new ones)... the entire distribution of expectations of market participants is already there in the prices (trite, but "demand generates supply") ... from the math course you just need to remember what the derivative means (1st and 2nd) and understand why futures and options are called derivatives...
p.s.
then remember again what goes with what and when...
p.p.s.
otherwise yes - just statistics and dumb enumeration of weights - to a suitable probability (or rather interval)... - in this MO (stupidly without understanding even microeconomics, much less macroeconomics)... - because some here are intimidated by the many unread lines from which others have already formed both their base and that of Wikipedia and beyond... even the market
These attempts to use OI are pretty standard econometric approaches. Econometrics is the basis for macro- and microeconomics.
By the way, the study of OM is quite relevant to microeconomics and (in the case of currencies) to macroeconomics.
Your pathos is partly fair, but it is too uh ... pathos)
I took it, I did it, I compared it, I got a result, I drew a conclusion. You giggled, but the knowledge was not there and did not add.
So it looks like it ended up?) did it a long time ago. This indicator is not leading by nature, it simply shows the current positions
what was the refresh rate of the indicator? this is the main question
I took it, I did it, I compared it, I got a result, I drew a conclusion. You giggled, but the knowledge was not there and did not add...
No, that's not what Max was talking about. The RSI also has a high correlation with the price because it is calculated at this price. But the sanction can be the same RSI in fact. Simply, if traders' contrarian strategies prevail, they will sell more the higher the price rises and vice versa. That is, once again, their behavior will be determined by price, but not price by their behavior. That's what the hint is about.
No, that's not what Max was talking about. The RSI also has a high correlation to price because it is calculated on that price. But the sanction can be the same as the RSI in fact. Simply, if traders' contrarian strategies prevail, they will sell more the higher the price rises and vice versa. That is, once again, their behavior will be determined by price, but not price by their behavior. That's what the hint is about.
Thanks, I did not understand it at first.
These attempts to use OM are quite standard econometric approaches. Econometrics is the basis for macro- and microeconomics.
Econometrics is a class science. But it doesn't say anything, it doesn't predict anything. It states a fact. For example, one can use a Bayesian classifier and torture it long and hard, and then econometrically and scientifically conclude that the price is martingale and that the best strategy is to buy while simultaneously selling.
forgotten.
There is no fish in the sentiment directly, maybe only indirectly, for example if it changes a lot on a horizontal section of the price.
I like warrants better, but they are only for oanda, which is not the biggest broker
There are price stacks on the exchange. This is probably better for analysis as it is a more centralized marketplace. Who thinks about the analysis of the stacks? Are there any clear algorithms for the analysis of Level 2?
If I'm writing for Deribit + options + Greeks + everything else, it is of little use.
The exchange has price stacks. Perhaps it is better for analysis, as it is more centralized site. Who thinks about the analysis of stacks? Are there any coherent algorithms for the analysis of Level 2?
I'm writing for Deribit + options + Greeks + everything else, but it is of little use.
I work with tumblers about 10 years ago ... tumblers, volumes (clusters, deltas, profiles), stock market PIs, they're all indicators that are not very powerful for predicting. Yes, they are better than ordinary ones, but not enough ...
And it seems to me that it is much more effective to monitor "live" open interest (OM).
Good afternoon!
A bright mind said: - A neural network is a neural network, but the foundation breaks everything.
So we're wasting our time? Or are we?
Please explain it to me inexperienced.