Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 14
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I don't know what you mean....
He says that the timing of central bank interventions is known from history and identifying the actions of insiders, who, unlike ordinary traders, have been notified of these very interventions in advance, is theoretically possible.
Take the patterns preceding:
1. Sudden interventions by the Central Bank
2. Large moves that do not precede the intervention. 3.
Small movements that do not predate the intervention.
We get three quite clear classes for the patterns, by which we can already look for their characteristic differences, and therefore the patterns.
He says that the timing of central bank interventions is known from history and identifying the actions of insiders, who, unlike ordinary traders, have been notified of these very interventions in advance, is theoretically possible.
Take the patterns preceding:
1. Sudden interventions by the Central Bank
2. Large moves that do not precede the intervention. 3.
Small movements that do not know what they are preceding
We get three quite clear classes for the patterns, by which we can already look for their characteristic differences, and consequently the patterns.
Why just the intervention, other events could also take place.
But it's hard to formalize it and it's hard to be unambiguous.... .
As for the simultaneity of changes, it does not mean that if all pairs of the same currency moved in one direction, it is simultaneity (nonsense).
I try to use a dynamic model and analyze not the sum of price movements but their decomposition into fluctuations and frequency analysis.
And why just the intervention, other events may also take place.
The main reason for this is that the analysis is based on the regression model of the analysis.
As for the simultaneous movement of pairs, it does not mean that if all pairs of the same currency moved in one direction, it is simultaneous movement (nonsense).
I am trying to apply a dynamic model and analyze not the sum of price increases but a breakdown into fluctuations and analysis of frequencies of these fluctuations.
More accurately, even the density of the oscillation cycles on the instruments. the majors clearly have a higher density than the exonics.
More accurately even the density of the oscillation cycles on the instruments. the majors clearly have a higher density than the exonics.
The higher the spectral density, the more that frequency contributes to the variance. Are you saying that majors are clearly more volatile?
At what frequencies?
Or are we talking about different ones again?
;)
The higher the spectral density, the more that frequency contributes to the variance. Are you saying that majors are clearly more volatile?
At which frequencies?
Or are we talking about different ones again?
;)
it's not about individual frequencies, but all at once, up to a specified value. the change in volatility is proportional to the change in tick flow,
The behaviour of liquidity is proportional to the behaviour of spread change . + there is profitability, but that's just a thought)))
If we take 2 processes, let's say 10 min. but the first has 10 values in 10 min. and the other has 100 values in 10 min. which one will have more different oscillation processes or frequencies and if we add them up, which one will have more influence or weight on the total frequency addition?
ps-but the number of ticks is greater, not necessarily proportional to the greater number of oscillatory processes.
If we take 2 processes in time, in 10 minutes say. only the first in 10 minutes has 10 values and the other in 10 minutes has 100 values, which one will have more different vibrational processes or frequencies found ? and if they are added together, which process will have more influence or weight on the total result of adding the frequencies ?
Io ti prego! What insider? What are you reading there, T. Dreiser? Financier, Titanic, Stoic?
Not even funny. In this global world, an insider is nothing.
The question is not about the insider, and the question is not about him or his origin.
The question is not about it or its origin, it is about the fact that it is not an insider, but something else, not the essence, but the manifestation of something similar takes place.
Very logical - call an insider not an insider, and be perplexed by it. Well done.
If I understand correctly, then - yes, everything can be seen (or not seen) on the chart before everything. Only the likelihood of seeing it is hmmm... let's just say... I wouldn't count on that in a trade.
Haven't you had enough?
In case no one has noticed, I wrote hypothetically. what else is there to count on in a trade but that.
The only thing worth paying attention to, if you want to see the market in its entirety and without any caveats. but it's not so easy to take advantage of. but I'll explain this in another thread.