Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 3
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P.S. to hide their interests to those who enter by market there are algorithmic applications that almost all desks provide. For example:
Goldman,Sachs & Co.
VWAP, VWAP Lite, TWAP, 4CAST (implementation shortfall), Percent of Volume, Piccolo (execution of small orders), Scaling, Gamma Hedge, Delta Hedge
BNY Brokerage
VWAP,TWAP
Citigroup Global Corporate and Investment Bank
VWAP, Cost Minimization, and Smart Market.
FlexTrade Systems Inc.
VWAP, TWAP, Target Volume, Sensitivity, Order Staging Model, Arrival Price
JPMorgan
VWAP, Target Volume, Advanced Pegging
Nomura
VWAP, TWAP, With Volume, Target Strike, Target Close, Wait and Pounce,
AutoReload, Spread (Pairs) Trader
http://www.capis.com/resources/pdf/Algorithms.pdf
I mean the very principle of implementing an insider, hypothetically, how to take advantage of it without being noticed. probably the low liquidity will start pouring in earlier, due to its low liquidity.
So read what algorithms like VWAP are based on. Namely on the liquidity of a particular instrument and even its distribution by time of day. So, even if someone needs to open the market on illiquid symbols with the decent volume, this person will consider the instrument's liquidity when realizing the market entry.
Only with an insider, I need to distribute the total volume inside the basket and through other currencies, and the liquidity in different instruments at different times is different, but the volume should be implemented as quickly and imperceptibly as possible.
But in order to execute an insider I need to distribute the total volume inside the basket and through other currencies, and the liquidity is different for different instruments at different times, but the volume should be implemented as quickly and smoothly as possible.
The liquidity in currencies is created by MM. You didn't know? :)
liquidity in currencies is created by MM. You didn't know? :)
I knew that. but they can't keep feeding themselves liquidity all the time, so it's a waste of time.
But they can't keep feeding themselves liquidity all the time, so it's a waste of time.
Why would they run empty?
All very simple, cluster analysis of volumes and shows where the point purchases or sales occur. Clusterdelt help you. There is no way to know more precisely.
))))) read the thread cluster delta on Five's forum, it made me smile, by the way nayihon said smart things, but he got taken for a nutcase by the swine, I think the same thing awaits))) Many people gobble up what they are given and are happy.
thank you for pointing me to this thread. http://ruforum.mt5.com/threads/6073-klaster-delta/page5
The euroflood is already pounding the bark with the word insider)))) instead of understanding the concept and the MM.
)))) read the delta cluster thread on the A forum, it's funny, by the way nayihon was saying smart things and they took him for a nut, I think that's what's in store for me.)) Most people gobble up what they are given and are happy to do so.
Thanks for bringing me to this thread. http://ruforum.mt5.com/threads/6073-klaster-delta/page5
But if the traders do not know what to do with the fossil fuels,they do not know what to do with them.
MM is not an insider, insiders (there are lists) are holders of trade secrets - selling them is punishable by law.
A triggered TA - only a stump with eyes can call an insider. (To call someone an insider in jest is like calling someone a burglar, a burglar, etc.)
....
1- what options might MM have for realising large infusions,
2- purely hypothetically imagine that there is sometimes an insider, how can it be implemented.
it is probably done by automata that are set up for a certain range of actions - splitting lots and implementing an insider through a cluster of currencies (through a basket), so it probably makes sense to try to identify such algorithms. somehow they should manifest themselves....
look at http://www.visualvolume.net/p/video.html how they do it + how to figure them out + read that book http://www.visualvolume.net/p/blog-page_30.html
P.S. but you need ticks, correct, not filtered with volumes, etc. ....