Interesting Video May 2013 - page 3

[Sergey Golubev]

High-Frequency Trading #1. Introduction

This is the first, introductory part of a series of webinars on HFT - high-frequency trading. This session will systematise international experience in high frequency trading. The advantages of HFT compared to other approaches will be revealed and the existing HFT strategies will be classified.

[Sergey Golubev]

High-frequency trading #2. Market Infrastructure

This is the second part of the webinar series on High-Frequency Trading (HFT). Quick order placement, accurate order execution, handling large volumes of intraday data - these are the most critical requirements for the implementation of a High-Frequency Trading (HFT) strategy. Igor Neunyvakin will tell us how a modern trading infrastructure meets these requirements.

By the way, there is a good thread about high-frequency trading on this forum -Discussion of High-Frequency Trading on MT5

[Sergey Golubev]

High frequency trading #3. Concepts of market theory

Lasts about half an hour.

This is the third in a series of webinars on HFT - High Frequency Trading and the session focuses on the rationale for the profitability of strategies. The webinar will cover market fractal hypothesis, coherence and Hurst exponent

This is a good forum thread about high-frequency trading -Discussion of High-Frequency Trading on MT5.

WEBINAR PLAN

• Basic definitions: Efficient Market Hypothesis, Implicit Ignorance, Rational Expectations Hypothesis.
• Classical Conception of Financial Market Price Dynamics
• Classical Conception Critique
• New concept: Fractal Market Hypothesis, Coherent Market Hypothesis, Biased Variances, Hurst Index
• Profitable opportunities for HFT strategies (including scalping)

[Sergey Golubev]

High-Frequency Trading #4: Fractal Market Patterns

It lasts for 37 minutes.

Almost every trader knows what technical analysis is and what the differences between the main technical indicators are, but very few know that it is based on the same fractal model of the market - in fact, it was created by the founder of technical analysis Charles Dow in the late XIX century; and the main technical indicators are the result of adaptation of Hirst's cycle theory and his model

There is a good thread on this forum about high-frequency trading -Discussion of high-frequency trading on MT5.

WEBINAR PLAN

• The history of development and formation of the technical analysis
• Development of the main fractal models of the market in technical analysis: Dow Model, Elliott Wave Model, Hurst Cycle Model, Mandelbrot Multifractal Model;
• James Hurst's cycle theory: quasi-periodicity, trend envelopes, and graphical patterns;
• The first use of digital filters as technical indicators and their development: Moving Average, Bollinger Bands, Envelopes, etc.

[Sergey Golubev]

High frequency trading #5. Investor strategies

Lasts about half an hour.

This is the fifth in a series of webinars on HFT (high frequency trading), covering new strategies in high-frequency, algorithmic and scalper trading, executed both automatically and manually. It will talk about what short-term and high-frequency strategies investors in the financial markets use to make profits.

[Sergey Golubev]

High-Frequency Trading #6. Strategies of Market Makers

This is the sixth in a series of webinars on HFT (high frequency trading), revealing the different strategies market makers use in the financial markets.

WEBINAR PLAN

• Definition of Market Makers
• "Simple" HFT strategies of market makers: "wait for the other side", "learn your market", "scratch for the rebate", "hide your best prices", "take out slow movers"
• "Advanced" HFT market maker strategies: "penny jump", "push the elephant", "tow the iceberg", "jump the delta"

[Sergey Golubev]

High frequency trading #7. Strategies of Arbitrators

The seventh part of our webinar series on HFT (high frequency trading) exposing various strategies of arbitrageurs in the financial markets.

WEBINAR PLAN

• Definition of arbitrage and arbitrators.
• Arbitrator strategies.
• Strategies ETFvsBasket, Futures vs Basket, Futures vs ETF, Futures vs Futures.
• Strategies Futures vs Options , Options Arbitrage.
• Strategy Volatility Arbitrage.
• Spread Arbitrage strategy.

[Sergey Golubev]

High Frequency Trading #8. This is the eighth and final part of the webinar series on HFT (high frequency trading), revealing variouspredictor strategies in the financial markets.

[Sergey Golubev]

This is a lecture (you can see - the lecturer repeats the words as if to give people a chance to take notes).

Technical analysis. Money Management

This lecture lasts for 1 hour and 40 minutes.

In this lecture you will learn how to identify trends, patterns of technical analysis, learn what indicators are and how to manage your capital and emotions on financial markets.

1. What is technical analysis?
2. Charles Dow's 3 postulates.
3. The main types of trends. Support and resistance.
4. Technical analysis figures.
5. Working with Fibonacci Lines.
6. What are indicators and how to use them?
7. Money management.
8. Psychology of stock trading.

Lecture quote:

"Bears do what to their prey? They pile on it and push it to the ground" :)

[Sergey Golubev]

Next lecture -

Financial markets. Fundamental analysis.

It also lasts for 1 hour and 40 minutes.

This lecture will give you an introduction to the basic fundamentals of the financial markets.

1. What are the global financial markets?
2. The differences and interconnections between the bond markets, commodity markets, stock exchanges and the foreign exchange market.
3. Forex market fundamentals: trading sessions, currency pairs, quotes, spreads, swaps, etc.
4. Currency market operations - buy and sell.
5. Pending orders - buy limit, sell limit, buy stop, sell stop, stop loss, take profit.
6. Fundamental analysis.
7. Main macroeconomic indicators and how to profit from them.
8. The influence of central banks on financial markets. Interest rates, intervention.
9. Trading strategy. How to profit from macroeconomic news.