Machine learning in trading: theory, models, practice and algo-trading - page 2866
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to go over it all over again now? This is a forum......
to go over it all over again now? This is a forum......
Don't worry, I already did.
This will work, but only if there is no bias in the sample. And as Maxim and I argue, any information from DCs should be taken critically.
I will try to describe in more detail what I perceive as delta in my speculations.
1) Delta should be considered only for all deals made on the market. It is wrong and impossible to count it by intentions (by limiters, for example).
2) Purely formally, such delta is always equal to zero, because there are exactly two sides with the same volume in each deal.
3) But! It is assumed that market participants are divided into two unequal (with respect to market organisers) parties. Let's call them speculators and MM (market makers). Each of them has its own delta, which in total are equal to zero. It does not matter which of these two deltas to consider, as they differ only in sign. Let it be the delta of speculators.
4) Due to the alleged collusion between MM and the market maker, the price is more likely to move against this delta in favour of MM.
1) delta is the difference between buying and selling from the chart on the site, that's it! I didn't put anything else into this concept.
If you invent some other delta and other data, then of course the former will not be compatible with the latter.
Don't replace my delta with some "mythical" delta of your own, it leads to errors... violation of the law of identity.
2) Further reasoning already about your "mythical delta and its properties" which is equal to zero and can be counted for example by limits, though by my delta it is clear how it is counted and what is counted.... we get wrong reasoning in consequence of violation of the law of identity.
3) Again reasoning about "mythical delta" in consequ ence of violation of the law...
4) Well, I guess...
What is the connection between this delta of mine and the one drawn by the DC is not quite clear to me.
Why should you invent "your" delta and look for a connection with the delta that is involved in the conversation?
Ehhh, I'm getting tired of this conversation...
...
Ugh, I'm getting tired of this conversation.
and almost no one will support this conversation.
It's been that way before and it's gonna be that way again.
We have to get past this.
And why make up "your" delta and look for a connection to the delta that is involved in the conversation?
IMHO, the delta from the brokerage centre is meaningless, as it does not give anything. Regardless of the way it is constructed, it is not a leading indicator for the price.
My abstract delta and price reaction to it is, in fact, the simplest representation (for myself) of the result of MM work. The topic of MM is very important, complex and very non-public. Partly it can be judged by analogy with the way it is organised in cryptocurrencies (where information is leaked much more). I also remember something interesting came up when there was some proceedings about collusion in forex (real forex, not our retail).
I don't insist on my absolute rightness and the continuation of the conversation.
IMHO, the delta from DCs is meaningless, as it does not give anything. Regardless of the way it is constructed, it is not a leading indicator for the price.
My abstract delta and price reaction to it is, in fact, the simplest representation (for myself) of the result of MM work. The topic of MM is very important, complex and very non-public. Partly it can be judged by analogy with the way it is organised in cryptocurrencies (where information is leaked much more). I also remember something interesting came up when there was some proceedings about collusion in forex (real forex, not our retail).
I don't insist on my absolute rightness and the continuation of the conversation.
I think we'll stop here
In a neighbouring thread, a girl organised a session of communication with an electronic Oracle. The collective mind suggested to feed it all freely available turkeys and advisors from Metaquotes.
In idea it should turn out something like an intellectual database on them. Selecting them by some given parameters, form them into something like groups and, based on the collective behaviour of such groups, teach AMO to trade.
Yes. Read your idea and coincidentally coincided)))))