Econometrics: one step ahead forecast - page 106
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There is NO SCIENTIFIC justification - you don't need one.
It would be desirable to be more thoughtful with your posts. The Euro has a not very clear list of independent variables in the regression equation, as I understand it.
Thanks, but I've been thinking about this question for a long time. And I even used to compare volatility ratios. And I got, for example, that pound is much more volatile and stochastic than euro (I guess, it's because of the queen...). That's why I wondered about the "twitching" - I thought that an unknown method had been applied.
Could you be more specific - what variables do you apply for different currencies?
Thanks, but I've been thinking about this question for a long time. And I even compared volatility indicators at one time. For example, the pound is more volatile and stochastic than the euro. That's why I wondered about the "twitching" - I thought that a method unknown to me was applied.
Could you be more specific - what variables do you apply for different currencies?
It's not about volatility at all.
For the purposes of this thread I have shown that the EURUSD lag forecast is worse than the inverse dollar index forecast. This is all on the numbers. I would like to add independent variables to the forecast. Tried stock indices - only worse. What else? Need an idea that.
It's not about volatility at all.
For the purposes of this thread I have shown that the EURUSD lag forecast is worse than the inverse dollar index forecast. This is all on the numbers. I would like to add independent variables to the forecast. Tried stock indices - only worse. What else? Need an idea that.
volumes tried?
the author is trying to "predict" BP ... and if you look - the models look like -
leaf
leaf-green...
the more correct model is...
leaf
leaf-green
leaf-green-chlorophyll...
with the latter model you can start talking about the eu as a political currency (I agree with that)...
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i too am interested in the 1vr forecast using nothing more....
have you got it by any chance? ...
have you tried volumes?
volumes are not. The number of ticks is about nothing. Someone in a tick of 1000 lots and someone in a tick of 0.1 lot. what is there to discuss?
Think of ticks not as "volumes" but as measures of volatility per unit of time.
At least they carry some information and their inclusion may improve the accuracy of the forecast
Think of ticks not as "volumes" but as measures of volatility per unit time
Trade intensity at a certain brokerage company? Is the quote level even related to the real exchange rate.
Are the tick volumes different for the DCs? I thought they were the same.
Tick volume is the number of price changes in a timeframe. If prices in brokerage companies are approximately the same, so are tick volumes.
Tick volume is an indicator of price change per unit time. Quasi-volatility .
And the tick volumes are different for brokerage companies? I thought they are the same.
Tick volume is the number of price changes per TF period. If prices in DTs are about the same, so are tick volumes.
Tick volume is an indicator of price changes per time unit. Quasi-volatility .