ECN, order execution, aggregators, liquidity. - page 26

 
MetaDriver:
Many real traders believe that prices change as a result of buying and selling.

I'm not laughing, I'm smiling.

The interesting thing is that the organizer of the tutorial himself realized it not long ago, and has already begun to teach everyone.

 
Rann:
Yes, inside the spread from outside suppliers would move that way.

Why inside the spread? Not at all)

Let's take the most illiquid instrument. There is a bid and an ask. These are the best offers. But nobody wants to use them. Then the best bid gets bored of being the best for whatever reason and goes away. The bid moved down to the new best offer. And at the same time, a new best offer emerged. He, too, moved down. Kotira moved both prices without a single transaction. Etc.

Patterns can be drawn. Theoretically

 
sumkin75:

Why inside the spread? Not at all)

Let's take the most illiquid instrument. There is a bid and an ask. These are the best offers. But nobody wants to use them. Then the best bid gets bored of being the best for whatever reason and goes away. The bid moved down to the new best offer. And at the same time, a new best offer emerged. He, too, moved down. Kotira moved both prices without a single transaction. Etc.

Patterns can be drawn. Theoretically

grow in front of your eyes. :)
 
MetaDriver:
you're growing up. :)

Thank you, sir.

:)

 
sumkin75:

Thank you, sir.

:)

You're welcome. :) it's really nice to see how changing one basic premise generates a bunch of new theorems and correspondingly new trading ideas.
 
MetaDriver:
you're welcome. :) It's really nice to see how changing one basic premise leads to a lot of new theorems and correspondingly new trading ideas.

it's going to get better.)

The most frustrating thing is that when you get to the bottom of it all, you realise that with your pennies you can't use it anywhere.

 
sanyooooook:

It's going to get better.)

ZS: The most frustrating thing is that when you get to the bottom of it, you realize that with your pennies, you can't use it anywhere.

Firstly, less nonsense goes into your head. Secondly, you can also use it, but not directly, of course.
 
MetaDriver:
Firstly, less nonsense comes into your head. Secondly, you can use it, but not directly, of course.

Ideally, there should be an exchange. Those so that the DC has no right to trade outside of it. Exchange account. You need the possibility to trade on one account through any number of brokers. Buy from one, sell through the other. Glass of glasses. All this will bring together all liquidity providers and liquidators of this liquidity. Plus almost complete information on all volumes, not just one broker.

And it will be like that in 10 - 20 years.

IMHO

 

Eh, if only one could still take advantage of the worst offerings, bypassing the best ones.

The driver's research has given me an idea.

Oh, and add a participant for "buy from yourself, sell to yourself".

:)

 
sumkin75:

Ideally, there should be an exchange. Those so that the DC has no right to trade outside of it. Exchange account. You need the possibility to trade on one account through any number of brokers. Buy from one, sell through the other. Glass of glasses. All this will bring together all liquidity providers and liquidators of this liquidity. Plus almost complete information on all volumes, not just one broker.

And it will be like that in 10 - 20 years.

IMHO

it is already there )

Not on the scale you imagine, but there is: BTC-e.com, try it, it has all the conditions, the plans are grandiose.

Reason: