From theory to practice - page 201
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In fact, trade intensity is the answer to all questions. When I put it into the formula for calculating the diffusion coefficient (dispersion) of the process, I sat down. I felt as if I'd been hit from behind with a dust bag...
This week I'll perform a large-scale study of intervals between real tick quotes and look at the distribution of velocities.
In fact, trade intensity is the answer to all questions. When I put it into the formula for calculating the diffusion coefficient (dispersion) of the process, I sat down. I felt as if I'd been hit from behind with a dust bag...
This week I'll investigate the time intervals of real tick quotes and look at the distributions of velocities.
is it volatility or tick volume? it's just that traders already have their own established terms :)
Is intensity a volatility or tick volume? It's just that traders have their own terms :)
The number of tick quotes received in a certain period of time. Tick volume, apparently :))
In fact, trade intensity is the answer to all questions. When I put it into the formula for calculating the diffusion coefficient (dispersion) of the process, I sat down. I felt as if I'd been hit from behind with a dust bag...
This week I'm going to perform a large-scale examination of time intervals between real tick quotes and look at distributions of incremental velocities.
Actually, the trading intensity by itself is an indicator of nothing. In liquid markets the intensity can be very high and in one place: many ticks - not much profit. In short, running in place). On the less liquid markets at low intensities the movements can be very good.
What matters is not the intensity, but the momentum - mv, and relative changes of this momentum in time. As a result, we have an indicator, which does not depend on the average intensity of a particular instrument.
Actually, trading intensity in itself is an indicator of nothing. In liquid markets, the intensity can be very high and in one place: many ticks - little action. In short, running in place). On the less liquid markets at low intensities the movements can be very good.
What matters is not the intensity, but the momentum - mv, and relative changes of this momentum in time. In the end we have an indicator that does not depend on the average intensity of a particular instrument.
Feynman based all his work on the calculation of transition times from one state to another exclusively on the rate of accretion and the probability amplitude (read: sum of the accretions). I followed this path too...
Feynman based all his works on the calculation of the transition time from one state to another exclusively on the velocity of increments and the probability amplitude (read - the sum of the increments). I followed this path too...
He (Feynman) should have cooperated with Fibonacci)
Feynman based all his works on the calculation of the transition time from one state to another exclusively on the velocity of increments and the probability amplitude (read - the sum of the increments). I followed this path too...
I will not change my mind.
One last task.) There is a set of equally probable, equal in magnitude and opposite in sign increments. М=0. There seems to be nothing to talk about.) The system is in equilibrium.
However, if you count the impulses, the impulses to one side are greater than the impulses to the other. Already there is a subject for reflection and even forecasting.
I won't change your mind.
One last problem). There is a series of equally likely, equal in magnitude and opposite in sign increments. М=0. It seems there is nothing to talk about.) The system is in equilibrium.
However, if you count the impulses, the impulses to one side are greater than the impulses to the other. It's already giving us something to think about and even predict.
I'll check it out, Yuri - don't worry.
The program in Wissim is taking on the appearance of a mini forex lab:
I'll check it out, Yuri - don't worry.
Why should I? It's up to you. Master is the boss.)