What 4 factors do you think the price depends on? - page 12

 

I've already written in another thread, but the author doesn't seem to read much into what's being written to him. All right, well... I'll say it again. Since we trade with you in the market, then the price affects the main factors are

market expectation (volatility smile of three parameters, slope, bend and central strike. All quantified).

Volume (whether traded in line with the expectation or not)

Delta (number of participants on one side or the other (sellers/buyers))

Open Interest (the nature of the traded volume)

ALL... nothing else affects the price as much as these four parameters. At least they are the reason for the price. GOOD LUCK!!!!

 
Mihail Marchukajtes:

I've already written in another thread, but the author doesn't seem to read much into what's being written. All right, well... I'll say it again. Since we trade with you in the market, then the price affects the main factors are

market expectation (volatility smile of three parameters, slope, bend and central strike. All quantified).

Volume (whether traded in line with the expectation or not)

Delta (number of participants on one side or the other (sellers/buyers))

Open Interest (the nature of the traded volume)

ALL... nothing else affects the price as much as these four parameters. At least they are the reason for the price. GOOD LUCK!!!!

Highlighted what influences the price.

The rest is highly debatable for the OTC market.

 
Yousufkhodja Sultonov:

Dear forum members, please name 4 factors on which you think the price level depends. The factors should be such that they can be quantified symbiotic to the price, i.e., each price value should correspond to the value of each factor. For example, if we take the dollar index as one of the factors, then we can find the value of the dollar index corresponding to each value of the EUR/USD price. And thus we need to propose 4 such factors. I will try to describe it as

EUR/USD=a0 + a1F1 + a2F2 + a3F3 + a4F4 where F1, F2, F3, F4 are factors. We will determine the factors a0, a1, a2, a3, a4.

I tried from OHLC - to no avail. From the previous 4 price values - to no avail, or rather there is a large lag. Suggest your own variants.

1. Market Makers
2. Speculators (this group includes small traders like us, according to data from 2016, we account for about 5.5% of the market, which is about 280 billion dollars, turnover per day).
3. Businesses that trade in foreign currencies by necessity.
4. Participants (including businesses) who take positions in the foreign exchange market to hedge risk.
5. Governments and central banks that intervene in the market at some point for one reason or another.

http://bulgaria-forex.com/showthread.php?5356-%D0%9F%D0%B0%D0%B7%D0%B0%D1%80%D0%BD%D0%B0-%D0%9C%D0%B5%D1%85%D0%B0%D0%BD%D0%B8%D0%BA%D0%B0
Пазарна Механика
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Здравейте всички, отварям тази тема за да споделя някой лични разсъждения относно форекс търговията. Както обещах на Матеев преди няколко дена, ще развия моята теория за това какво е пазара, как работи, (как функционира механиката на пазара) и по какъв начин ние като дребни търговци можем да спечелим от движението на цените. (И дали изобщо...
 

You won't believe it - BUT, the exchange rate depends primarily on your perception of it.

And it really does.

That is, there is only one overriding factor.

 

Yusuf, let's try to combine the previously incompatible:

EUR/USD(0)=a0(t) + a1*F1(t) + a2*F1(1) + a3*F2(t) + a4*F2(1), where F1 is dollar index, F2 is euro index by the same methodology; argument: t-bar of trend start, 0-current bar, 1-previous bar.

Variant?

 
Алексей Тарабанов:

Yusuf, let's try to combine the previously incompatible:

EUR/USD(0)=a0(t) + a1*F1(t) + a2*F1(1) + a3*F2(t) + a4*F2(1), where F1 is dollar index, F2 is euro index by the same methodology; argument: t-bar of trend start, 0-current bar, 1-previous bar.

Option?

You can try, provide at least 20 sets of raw data

 

Greetings!


where is a1 ... а2... a3 is the mass ratio of the price.

 
Yousufkhodja Sultonov:

You can try, provide at least 20 sets of raw data

Not quick, a couple of weeks. I work with my hands - I'm helping my daughter set up her new flat )

If you want quick, I can drop 20, or more consecutive trend start points tomorrow, do the rest yourself (dollar and euro index).

 
Алексей Тарабанов:

Not fast, a couple of weeks. Working with my hands - helping my daughter set up her new flat )

If you want quick, I can drop 20 or more consecutive trend start points tomorrow, do the rest yourself (dollar and euro index).

I'll wait a couple of weeks. Happy housewarming!

Reason: