Forget random quotes - page 6
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
A second or less.
What about diaries? The drama described above is diaries. What is the case with linear regression there?
I think it will work too. But the volumes shown will not work.
I think it would work too. But the kind of volumes depicted would not work.
Well, that's it for the whole thread.
Topeka starter, I'm powerless.
P.S. I can erase the flooder posts. How do you feel about it?
A strange topic - LIBOR manipulation and the conclusion that all FOREX quotes are also the result of manipulation?
Where does this conclusion come from? Have you calculated the correlation of the rate and currency quotes? Are they highly correlated? What does econometrics say about this?
Is there a figure?
Maybe the concept of a "fair market" should be introduced?
A fair market is when price movements are strictly proportional to transaction volumes.
Now the question is, is forex a fair market or not? Maybe we are tricked, and the quotes are not supported by any volumes? Are they resorting to fraud?
If so, what are the ranges of these additions?
In a fair market model, you can calculate the difference in buying and selling volumes needed to move the price by a certain number of pips.
if we compare the volumes to the real market, then we can presumably state how much the price has moved synthetically, and so it will stay there, or go back if we have simply been cheated.
1. Of course, why should I disown time? My principle is simple: price does not depend on time, but it does change over time.
That's a bit sly: "it depends, but it changes". Does it change independently? Although there is something in this statement.
On the one hand, all our calculations are based on observations made at a certain time, are linked to time and generally we work with time series.
But.
1. When modelling, it is possible to work with quotes (that are time series) with and without time reference. If we speak about forex, usually time cyclicity is not taken into account, although the number of ticks has such cyclicity at least depending on the time of day. But if we trade some agricultural products, we will have to take time into account to account cyclicality in the model. This subtlety is clearly visible in any econometric package.
2) There is one more nuance. In statistical quotient analysis, the basic technique is to detrend the quotient, as the presence of a deterministic component distorts any statistics. The standard technique is to include a trend in the model in the form of a*t or a*t2. This is usually enough for a reason. Here time is directly as an argument of the function.
Maybe the concept of a "fair market" should be introduced?
A fair market is when price movements are strictly proportional to transaction volumes.
Now the question is, is forex a fair market or not? Maybe we are tricked, and the quotes are not supported by any volumes? Are they resorting to fraud?
If so, what are the ranges of these additions?
In a fair market model, you can calculate the difference in buying and selling volumes needed to move the price by a certain number of pips.
if we compare the volumes with the real market, then we can presumably state how much the price has moved synthetically, and so it will stay there or go back if we have simply been cheated.
the only thing left is to get real volumes on FOREX..... somewhere
and the Golden Key is in our pocket!
A strange topic - the manipulation of LIBOR and the conclusion that all FOREX quotes are also the result of manipulation?
Where did this conclusion come from? Have you calculated the correlation of the rate and currency quotes? Are they highly correlated? What does econometrics say about it?
Is there a figure?
I don't like it. It's not my assumption or opinion. read up on the original source.
And if it's about currency, you just haven't caught it.
Here are all sorts of stories about an efficient market ....
There was rejoicing at my lack of "an epiphany and something else".
I would like to say that I have never had any illusions about an efficient market, casual wandering is all talk for patsies. I started out as a trader trading cheques on the RTSB and CSRUB and saw the cerich guys swing the price from 5k to 70 in one day - they were the ones who had the order from the idiots from the west with the closing price settlement. And when I joined the process, a couple of tough guys came up to me after a couple of days and very politely and culturally explained that in their opinion I was already over-enriched, clearly overworked in carrying money bags and needed a rest.
There are no accidents in the market. There are only regularities. The first step in building the TS is detrending, then the analysis of the residue between the detrend and the quote. I've been booing for a long time and they say I've had an epiphany...... When will you have an epiphany????