Insider dealing schemes. or how to discreetly funnel a lot of dough (and how to detect this hidden infiltration) - page 9

 
paukas:
Optimist...


Does that experience speak to you??? experienced that many times??? how is that possible??? ))))
 
Zhunko:

Of all the G-themes, this is the best post ever. You could say I haven't read anything more interesting and informative on this forum since the beginning of the year except this post.

Thank you!


It makes sense to do such transformations if you need to get a certain distribution or you need to "help" the indicators. Otherwise, it is of little use.
 
Rorschach:

Such transformations make sense only when a certain distribution is required or the indicators need help. But they are of little use in other cases.

There are a couple of price representations that are better suited to spectral analysis. You have them on the charts.

I have been doing one of them for 6 months now. I will deal with the other one in a couple of months.

 

1.СХЕМЫ реализации инсайда.

2.or how to discreetly inject a lot of dough (and how to detect this hidden infusion).

strange topic, completely different concepts: 1. this is information that is not available to other market participants, 2. this is technical tricks (essentially hardware) that brokers have.

1. It is difficult to imagine what a competitor can do if he has reliable information, can ruin everyone, and can only enrich themselves without thinking about the ruin of others, based on this will be developed TS

2. How to infiltrate inconspicuously? Google has long given dozens of answers, here are a couple:

Dark pools.

As you already know, the US markets are traded through a huge number of market centres. But in addition to those market centres that are visible in the "glass", there are also hidden ones called "Dark pools". In essence, they are exactly the same electronic trading systems as Bats, Arca, Edgx, etc, except that quotations at these market centres are invisible to market participants.
Nevertheless, in the "Time and Sells" window, you can see all the trades on these market centres. However, it should not be forgotten that the order execution system in many "dark pools" is different from the one in open market centres. Today the parallel system of order execution is the most relevant. This means that when you place your order at a given market centre, you will not have to wait for all of the orders that were placed at the same price before your order is executed. Once a market order reaches this market centre, it will be split into a set of 1 lot orders and this set of orders will in turn be sent out to execute all limit orders, one minimum market order for each limit order, and so on in sequence. If there are more limit orders than there are market orders then the execution starts over again until all market orders have been filled.

Hidden orders.

These are so-called hidden orders. Almost every market centre allows lay traders to place such orders. There are two types of such orders - fully hidden and partially hidden, known as "icebergs". Thus, if the hidden order is not visible in the general order queue, in the case of the "iceberg" order, the trader can choose which part of it to make visible or which to hide. The execution of the hidden order is performed only after all open orders in the queue are executed. In the case of the "iceberg", the hidden part will be executed by the rules of fully hidden orders, and the open part - by the rules of the open order. In this case, once the open part of the order is executed, another part of the volume specified in the order is placed as an open order. This will be the case until the entire hidden part of the order is executed.
This type of requests primarily serves the purpose of execution of large orders. The main purpose of using such orders is not to influence the market.

Bids inside the spread.

Although there is a regulated price step of 1 cent at all market centres, there is an opportunity to place orders in increments of half a cent. This feature is available on most electronic systems. Such bids are not displayed in the tumbler, but their share in the total volume of deals is rather large, especially in the most liquid shares.

 
Mathemat:

Without at least some mathematical training, you can't systematically beat the market.

No way :) you don't need any maths training. Almost.
 
IgorM:

strange topic, completely different concepts: 1. this is information that is not available to other market participants, 2. this is technical tricks (essentially hardware) that brokers have.

1. It is difficult to imagine what a competitor can do if he has reliable information, can ruin everyone, and can only enrich themselves without thinking about the ruin of others, based on this will be developed TS

2. how to pour in inconspicuously? google has long given dozens of answers, here are a couple:


I was more interested in how the implementation of the insider will affect the multi-currency basket. in particular the behaviour of low-liked currencies when implementing the insider, respectively exotic pairs.
 
Trololo: I was more interested in how the implementation of the insider would affect the multicurrency basket. in particular the behaviour of low-liked currencies in the implementation of the insider, respectively the exotic pairs.
Hmm, if you are interested in cases like USD going down, RUR going up, then I think you should study leonid553, all low liquid currencies are tied to commodities, not so much insiders. The group movement of currencies is related to economic-territorial linkages, usually looked for with correlation http://fxtrade.oanda.com/lang/ru/analysis/currency-correlation.
 
IgorM:
Hmm, if you are interested in cases like: dollar falling ruble appreciating (because oil is appreciating) then I think you need to study the works of leonid553, all low liquid currencies are linked to raw materials inside has nothing to do with it. The group movement of currencies is related to economic-territorial linkages, usually looked for with correlation http://fxtrade.oanda.com/lang/ru/analysis/currency-correlation.

I asked hypothetically what does it have to do with low liquidity and exotics in particular, with the dynamics of certain processes.
 
Rorschach:

Still, I ask what is signal and what is noise.


I have 2 ways of defining the signal in the market

1 - there is no real signal in the market, it is an abstraction. There is only a superposition of frequencies that thickens at certain moments and creates a kind of unison.

The market is abstract, there is only a superposition of frequencies that flattens out at certain moments and creates a kind of unison.

If we locally apply the word signal to a pair on which we are trading, then this pair can be taken as a signal, then we split this signal into components or into certain events, then we look for the same events on all other pairs (which form the initial pair) and then we look for the dynamics of these events, perhaps the dynamics is born earlier.

 
Trololo:


...if you locally apply the word signal to the pair on which you are trading, then that pair can be taken as a signal...


Your model belongs to the group of linguistic and phonetic models in forex. These models are united by the use of certain so-called "correct" words, phrases and expressions in trading, or not using the so-called "incorrect" ones. Most common among these models is the model of not using the "wrong" word "forecasting" in trading. Some researchers have found that not using this word during a trade can increase profitability by more than 3.75% of a deposit in some cases.

Or, for example, the correct word is "context". Using the word "context" sufficiently during a trade works wonders! The main thing - do not go overboard.

In general - if you have an insider on the Forex market - use the entire deposit. In any case it is almost impossible to prove the use of insider trading.

Reason: