Machine learning in trading: theory, models, practice and algo-trading - page 3592
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Data is a good thing.
I would also like a good theory for meaningful conversion of such data into attributes that would complement well the technical attributes derived from price.
I assume that there are two main factors - the price of money and the demand for money.
The price of money is the Central Bank's discount rate, which the bank changes to control inflation.
The demand for currency depends on the trade balance of different countries and its structure.
Statistical indicators help to estimate the level of inflation and demand for goods.
As a result, if statistical indicators show a possible significant change in inflation, which can change the discount rate, the market will react strongly to this news.
If rumours appear, volatility will increase. If the trend of interest rates changes, strong movements will start.
It is possible to forecast statistical indicators, but it is too complicated.
But it is easier to predict the market impact on the news.
At least tracking the change in expectations of interest rate changes and trends will be a good help not to trade against strong global movements.
I assume that two factors - the price of money and the demand for money - are the main ones.
The price of money is the Central Bank's discount rate, which the bank changes to control inflation.
The demand for currency depends on the trade balance of different countries and its structure.
Statistical indicators help to estimate the level of inflation and demand for goods.
As a result, if statistical indicators show a possible significant change in inflation, which may change the discount rate, the market will react strongly to this news.
If rumours appear, volatility will increase. If the trend of interest rates changes, the market will start to move strongly.
It is possible to forecast statistical indicators - but it is too complicated.
But predicting the market impact on the news is easier.
At least tracking the change in expectations of interest rate changes and trends will be a good help, so that you don't trade against strong global movements.
Gosh, that's a new approach! Genius!
What should I call it?
К... К.... K. Carr. Carrie Trading!
Oh, my God, that's a new approach! Genius!
What should I call it?
К... К.... K... Carr. Carrie Trading!
Why the clowning around?
Yes, the price of money affects its quotes.
Why the clowning?
Yes, the price of money affects its quotes.
It determines them.
Sorry, I'll give you a hint.
The rate is determined by the rate and the amount of money supply. The rate is a well-known curry-trading. It can be programmed, but the market reacts more often not to the rate itself, but to the words or even intonations of Central Bank heads when they give press conferences. The golden time was right after 2008 - everyone cut rates and it was possible to make excellent money.
The volume of money supply is an unknown quantity. Some countries do not publish these figures on purpose. Some countries, including even the USA, sometimes or always distort them.
All other indicators, like inflation and unemployment - the market reacts only in the sense that it may lead to a change in the rate. So sometimes the reaction to a rate change is strong, sometimes it is nothing, and sometimes it is strong but opposite.
I'll take pity, give you some hints.
Funny - you have written nothing new - it's all in my post.
All other indicators
Yes, other indicators are not important and are predictable by major figures (that's why they have analytical departments, consulting companies and of course insider).
also about the discount rate:...imho the last 2-3 years the currency markets have changed and everything is synchronous with the bond auction moments - the market has become a debt market. Events that used to be almost reference and low-volatility are now reversal events.
I assume that two factors - the price of money and the demand for money - are the main ones.
The price of money is the Central Bank's discount rate, which the bank changes to control inflation.
The demand for currency depends on the trade balance of different countries and its structure.
Statistical indicators help to assess the level of inflation and demand for goods.
As a result, if statistical indicators show a possible significant change in inflation, which may change the discount rate, the market will react strongly to this news.
If rumours appear, volatility will increase. If the trend of interest rates changes, the market will start to move strongly.
It is possible to forecast statistical indicators - but it is too complicated.
But predicting the market impact on the news is easier.
At least tracking the change in expectations of interest rate changes and trends will be a good help, so that you don't trade against strong global movements.
Well, this is an IO thread, not a macroeconomics thread. We should separate the questions "WHAT influences?" and "HOW influences?".
First of all, we are interested in the first question in the sense of what macroeconomic indicators should be taken and how to make signs for MO algorithms from them. And what benefit can be derived from such signs by adding them to the technical ones derived from price.
The second question is supposed to be answered by trained MO models.
Well, this is a MO thread, not a macroeconomics thread. We should separate the questions "WHAT affects?" and "HOW affects?".
First of all, we are interested in the first question in the sense of what macroeconomic indicators should be taken and how to make signs for MO algorithms from them. And what benefit can be derived from such signs by adding them to the technical ones derived from price.
The second question is supposed to be answered by trained MO models.
It is too ambitious to think that one can understand the economies of many countries to pull out meaningful predictors. So by brute force as usual. Without data, I don't feel like thinking in that direction, to be honest. I think you have to read their public documents from the Central Bank to know what the corridors are for the indicators and what they consider to be the norm. Theoretically, I could immerse myself in it - my education allows me to do so, but the language barrier and low time availability make such an endeavour not very justified.
I have already said before that it is necessary to work as a team, but it seems that life is not enough.
why not reverse the logic and not try to predict the price on the basis of bets that come out once a month, but on the contrary, learn to predict the bet on the basis of the price.
And in this way what everyone knows at the end of the month we can observe real time on a minute scale at any time.
It is too ambitious to think that one can understand the economies of many countries to pull out meaningful predictors. So by brute force, as usual. Without data, I don't feel like thinking in that direction, to be honest. I think you have to read their public documents from the Central Bank to know what the corridors are for the indicators and what they consider to be the norm. Theoretically, I could immerse myself in this - my education allows me to do so, but the language barrier and low time availability make such an endeavour not very justified.
I have already said before that it is necessary to work as a team, but it seems that life is not enough.
The next floor is interesting - not the regulations of the Central Bank of various countries, but the theoretical models on which these documents are based. Obviously, it's full of poorly performing predictive models, but one of the ideas of MO (ensemble) is precisely to assemble a strong predictor based on weak ones. Imho, only by putting together everything available can we hope for something stable (or rather, with as much stability as we can afford).
I've already written that I don't believe in "teamwork" outside of monetary and contractual terms. I'm more inclined to just start a thread on the topic on the forum and try to find a couple of pearls in the pile of dung that is bound to form there).